-30.8%
WDAY vs BTG
+75.0%
-105.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -10.5% | -5.5% | -5.1% | -10.0% |
| 30D | +2.1% | +6.1% | -4.0% | +1.4% |
| 3M | +34.6% | +38.6% | -4.0% | +29.7% |
| 6M | +29.9% | +0.7% | +29.2% | +28.8% |
| YTD | -13.8% | +20.3% | -34.2% | -17.4% |
| 1Y | -18.3% | +25.0% | -43.3% | -22.9% |
| 3Y | -26.2% | +97.3% | -123.5% | -37.5% |
| 5Y | -30.8% | +78.3% | -109.1% | -41.8% |
| All | -30.8% | +75.0% | -105.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling