+282.6%
WDAY vs BTG
+68.7%
+213.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.7% |
| 7D | -6.1% | +4.8% | -10.9% | -6.3% |
| 30D | +3.7% | +8.3% | -4.7% | +3.2% |
| 3M | +29.6% | +32.3% | -2.7% | +27.5% |
| 6M | +23.3% | +3.0% | +20.4% | +22.6% |
| YTD | -13.3% | +21.9% | -35.2% | -14.9% |
| 1Y | -19.6% | +28.2% | -47.8% | -21.6% |
| 3Y | -25.7% | +99.9% | -125.6% | -29.8% |
| 5Y | -31.6% | +73.6% | -105.1% | -35.2% |
| 10Y | +109.9% | +136.5% | -26.6% | +100.8% |
| All | +282.6% | +68.7% | +213.9% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling