+282.6%
WDAY vs CHTR
+92.2%
+190.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.7% | -3.5% |
| 7D | -6.1% | -0.3% | -5.8% | -6.2% |
| 30D | +3.7% | -4.5% | +8.2% | +5.1% |
| 3M | +29.6% | +10.2% | +19.3% | +25.2% |
| 6M | +23.3% | -37.2% | +60.6% | +38.2% |
| YTD | -13.3% | -30.2% | +16.9% | -6.8% |
| 1Y | -19.6% | -44.8% | +25.1% | -6.7% |
| 3Y | -25.7% | -65.5% | +39.8% | -3.8% |
| 5Y | -31.6% | -81.8% | +50.2% | +11.0% |
| 10Y | +109.9% | -45.8% | +155.7% | +118.9% |
| All | +282.6% | +92.2% | +190.4% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling