+144.0%
WDAY vs CNH
+106.0%
+38.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | +1.8% | +3.0% | -1.2% | +0.8% |
| 30D | +4.1% | -0.6% | +4.7% | +3.8% |
| 3M | -4.8% | +14.6% | -19.5% | -9.2% |
| 6M | +68.6% | +11.8% | +56.9% | +59.9% |
| YTD | -8.5% | +30.4% | -39.0% | -19.0% |
| 1Y | -12.1% | +19.1% | -31.2% | -19.8% |
| 3Y | -13.2% | +30.2% | -43.4% | -25.8% |
| 5Y | -33.7% | -17.8% | -15.9% | -35.8% |
| All | +144.0% | +106.0% | +38.0% | +58.8% |
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