-20.5%
WDAY vs BTDR
+26.7%
-47.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -4.9% |
| 7D | -6.1% | +22.4% | -28.5% | -6.6% |
| 30D | +3.7% | +16.5% | -12.8% | +3.2% |
| 3M | +29.6% | -31.5% | +61.1% | +30.8% |
| 6M | +23.3% | +74.0% | -50.7% | +19.4% |
| YTD | -13.3% | +13.0% | -26.3% | -14.8% |
| 1Y | -19.6% | -0.2% | -19.4% | -21.5% |
| 3Y | -25.7% | +9.9% | -35.6% | -30.8% |
| 5Y | -31.6% | +28.1% | -59.7% | -39.8% |
| All | -20.5% | +26.7% | -47.2% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling