-26.2%
WDAY vs CHYM
-24.0%
-2.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.6% |
| 7D | -10.5% | -2.9% | -7.6% | -10.1% |
| 30D | +2.1% | +3.0% | -0.9% | +1.4% |
| 3M | +34.6% | +98.7% | -64.1% | +16.1% |
| 6M | +29.9% | +46.4% | -16.5% | +17.7% |
| YTD | -13.8% | +29.8% | -43.6% | -20.7% |
| 1Y | -18.3% | +40.5% | -58.7% | -26.1% |
| All | -26.2% | -24.0% | -2.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling