+111.5%
WDAY vs BTI
+72.6%
+38.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -10.5% | -2.0% | -8.6% | -10.1% |
| 30D | +2.1% | -3.4% | +5.5% | +3.1% |
| 3M | +34.6% | -9.0% | +43.6% | +37.9% |
| 6M | +29.9% | -5.0% | +34.9% | +30.8% |
| YTD | -13.8% | -0.3% | -13.5% | -14.7% |
| 1Y | -18.3% | +3.1% | -21.4% | -20.1% |
| 3Y | -26.2% | +111.0% | -137.1% | -43.2% |
| 5Y | -30.8% | +117.0% | -147.8% | -48.0% |
| All | +111.5% | +72.6% | +38.9% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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