+112.2%
WDAY vs BTG
+159.3%
-47.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -5.2% | -3.8% | -1.4% | -4.8% |
| 30D | +5.9% | +3.6% | +2.3% | +5.5% |
| 3M | +42.3% | +32.0% | +10.2% | +38.2% |
| 6M | +34.7% | +3.4% | +31.4% | +33.2% |
| YTD | -13.5% | +20.8% | -34.3% | -16.4% |
| 1Y | -18.1% | +22.4% | -40.5% | -21.4% |
| 3Y | -26.4% | +91.7% | -118.1% | -34.0% |
| 5Y | -30.6% | +79.0% | -109.6% | -37.9% |
| All | +112.2% | +159.3% | -47.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling