+123.9%
WDAY vs CNH
+134.0%
-10.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -4.2% |
| 7D | -4.0% | +8.6% | -12.5% | -6.2% |
| 30D | +1.9% | +12.6% | -10.6% | -1.5% |
| 3M | +5.9% | +17.5% | -11.6% | +0.4% |
| 6M | +48.8% | +18.1% | +30.7% | +39.3% |
| YTD | -11.4% | +40.4% | -51.8% | -22.9% |
| 1Y | -15.5% | +34.0% | -49.5% | -25.4% |
| 3Y | -15.6% | +35.3% | -50.9% | -28.3% |
| 5Y | -35.2% | -5.1% | -30.1% | -39.8% |
| 10Y | +123.9% | +124.0% | -0.2% | +49.6% |
| All | +123.9% | +134.0% | -10.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling