-13.2%
WDAY vs BTI
+149.4%
-162.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.7% | +3.0% |
| 7D | +1.8% | +1.6% | +0.2% | +1.8% |
| 30D | +4.1% | +9.2% | -5.2% | +4.0% |
| 3M | -4.8% | +9.6% | -14.5% | -5.0% |
| 6M | +68.6% | -2.4% | +71.1% | +66.4% |
| YTD | -8.5% | +14.2% | -22.8% | -8.5% |
| 1Y | -12.1% | +20.3% | -32.4% | -12.2% |
| 3Y | -13.2% | +147.4% | -160.6% | -20.3% |
| All | -13.2% | +149.4% | -162.6% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling