-30.9%
WDAY vs CHTR
-82.3%
+51.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.7% |
| 7D | -10.5% | -7.1% | -3.4% | -9.1% |
| 30D | +2.1% | -10.9% | +13.0% | +4.7% |
| 3M | +34.6% | +2.0% | +32.6% | +33.6% |
| 6M | +29.9% | -35.9% | +65.8% | +39.5% |
| YTD | -13.8% | -32.7% | +18.8% | -8.9% |
| 1Y | -18.3% | -46.6% | +28.3% | -8.5% |
| 3Y | -26.2% | -66.7% | +40.6% | -9.5% |
| All | -30.9% | -82.3% | +51.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling