+109.9%
WDAY vs CNH
+152.9%
-43.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -3.4% |
| 7D | -6.1% | +8.8% | -14.9% | -8.3% |
| 30D | +3.7% | +24.7% | -21.0% | -2.7% |
| 3M | +29.6% | +27.3% | +2.2% | +20.3% |
| 6M | +23.3% | +23.2% | +0.2% | +13.7% |
| YTD | -13.3% | +48.9% | -62.2% | -25.3% |
| 1Y | -19.6% | +19.4% | -39.0% | -25.9% |
| 3Y | -25.7% | +7.8% | -33.4% | -31.3% |
| 5Y | -31.6% | +8.7% | -40.3% | -38.9% |
| 10Y | +109.9% | +149.5% | -39.6% | +30.0% |
| All | +109.9% | +152.9% | -43.0% | +30.0% |
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