-15.3%
WDAY vs BITO
-30.5%
+15.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.1% |
| 7D | -4.4% | +2.9% | -7.2% | -4.6% |
| 30D | +14.7% | +22.6% | -7.9% | +12.4% |
| 3M | +32.4% | +24.7% | +7.7% | +29.3% |
| 6M | +36.9% | +7.5% | +29.4% | +34.9% |
| YTD | -8.8% | -10.8% | +2.0% | -9.1% |
| 1Y | -15.3% | -29.9% | +14.6% | -10.0% |
| All | -15.3% | -30.5% | +15.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling