-18.1%
WDAY vs CHYM
+42.5%
-60.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -5.2% | -2.3% | -2.9% | -4.7% |
| 30D | +5.9% | +4.4% | +1.5% | +4.7% |
| 3M | +42.3% | +91.3% | -49.0% | +18.9% |
| 6M | +34.7% | +44.0% | -9.3% | +19.8% |
| YTD | -13.5% | +31.1% | -44.6% | -21.8% |
| 1Y | -18.1% | +37.8% | -55.9% | -23.9% |
| All | -18.1% | +42.5% | -60.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling