-31.1%
WDAY vs BTDR
+24.7%
-55.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | -7.4% | +14.8% | -22.2% | -7.7% |
| 30D | +1.0% | +41.8% | -40.8% | 0.0% |
| 3M | +32.7% | -29.2% | +61.9% | +33.8% |
| 6M | +25.6% | +66.2% | -40.6% | +21.7% |
| YTD | -13.4% | +10.0% | -23.4% | -14.9% |
| 1Y | -19.4% | -11.0% | -8.4% | -20.8% |
| 3Y | -25.8% | +6.9% | -32.7% | -30.8% |
| 5Y | -31.1% | +24.7% | -55.8% | -38.9% |
| All | -31.1% | +24.7% | -55.8% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling