-33.2%
WDAY vs BITO
-8.3%
-24.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -10.5% | -5.8% | -4.7% | -9.6% |
| 30D | +2.1% | +21.1% | -19.0% | -1.3% |
| 3M | +34.6% | +23.5% | +11.1% | +29.4% |
| 6M | +29.9% | +8.3% | +21.6% | +27.2% |
| YTD | -13.8% | -13.9% | 0.0% | -12.5% |
| 1Y | -18.3% | -34.5% | +16.3% | -13.2% |
| 3Y | -26.2% | +147.0% | -173.1% | -45.6% |
| All | -33.2% | -8.3% | -24.9% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling