-13.2%
WDAY vs BTDR
+41.1%
-54.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.6% | +11.7% | +3.2% |
| 7D | +1.8% | -6.9% | +8.7% | +1.9% |
| 30D | +4.1% | -31.5% | +35.6% | +4.7% |
| 3M | -4.8% | -36.1% | +31.2% | -4.4% |
| 6M | +68.6% | -57.6% | +126.3% | +70.4% |
| YTD | -8.5% | -50.0% | +41.5% | -9.0% |
| 1Y | -12.1% | -49.6% | +37.5% | -12.8% |
| 3Y | -13.2% | +48.5% | -61.7% | -21.3% |
| All | -13.2% | +41.1% | -54.2% | -21.3% |
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