-33.0%
WDAY vs BITO
-8.3%
-24.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | -3.4% | -1.7% | -4.6% |
| 30D | +5.9% | +21.4% | -15.5% | +2.3% |
| 3M | +42.3% | +20.5% | +21.8% | +37.4% |
| 6M | +34.7% | +7.4% | +27.3% | +32.1% |
| YTD | -13.5% | -13.9% | +0.3% | -12.2% |
| 1Y | -18.1% | -35.1% | +17.0% | -12.8% |
| 3Y | -26.4% | +156.8% | -183.2% | -46.4% |
| All | -33.0% | -8.3% | -24.7% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling