-18.3%
WDAY vs BTDR
-16.9%
-1.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.8% |
| 7D | -10.5% | -3.2% | -7.4% | -10.7% |
| 30D | +2.1% | +32.7% | -30.6% | +3.7% |
| 3M | +34.6% | -28.4% | +63.0% | +36.0% |
| 6M | +29.9% | +51.7% | -21.8% | +30.1% |
| YTD | -13.8% | +2.9% | -16.7% | -12.9% |
| All | -18.3% | -16.9% | -1.5% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling