-25.8%
WDAY vs CHYM
-19.7%
-6.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.1% | -1.5% |
| 7D | -7.4% | +3.4% | -10.8% | -8.0% |
| 30D | +1.0% | +12.0% | -11.0% | -1.3% |
| 3M | +32.7% | +102.4% | -69.7% | +14.0% |
| 6M | +25.6% | +52.7% | -27.1% | +12.9% |
| YTD | -13.4% | +37.3% | -50.6% | -21.2% |
| 1Y | -19.4% | +42.2% | -61.5% | -27.8% |
| All | -25.8% | -19.7% | -6.1% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling