-20.8%
WDAY vs BTDR
+19.6%
-40.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.2% |
| 7D | -5.2% | -3.4% | -1.8% | -5.1% |
| 30D | +5.9% | +32.6% | -26.7% | +5.1% |
| 3M | +42.3% | -32.2% | +74.5% | +43.6% |
| 6M | +34.7% | +52.4% | -17.6% | +31.0% |
| YTD | -13.5% | +6.7% | -20.2% | -15.0% |
| 1Y | -18.1% | -15.2% | -2.8% | -19.4% |
| 3Y | -26.4% | +14.9% | -41.3% | -31.5% |
| 5Y | -30.6% | +20.8% | -51.4% | -38.8% |
| All | -20.8% | +19.6% | -40.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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