-26.6%
WDAY vs BTDR
+0.6%
-27.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | -10.5% | -3.2% | -7.4% | -10.5% |
| 30D | +2.1% | +32.7% | -30.6% | +1.3% |
| 3M | +34.6% | -28.4% | +63.0% | +35.7% |
| 6M | +29.9% | +51.7% | -21.8% | +26.0% |
| YTD | -13.8% | +2.9% | -16.7% | -15.2% |
| 1Y | -18.3% | -15.5% | -2.8% | -19.8% |
| All | -26.6% | +0.6% | -27.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling