-26.2%
WDAY vs BTI
+105.9%
-132.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -7.4% | -2.4% | -5.0% | -7.4% |
| 30D | +1.0% | -4.8% | +5.8% | +0.9% |
| 3M | +32.7% | -8.1% | +40.8% | +32.4% |
| 6M | +25.6% | -4.2% | +29.8% | +25.7% |
| YTD | -13.4% | -1.3% | -12.1% | -13.4% |
| 1Y | -19.4% | +2.1% | -21.5% | -19.4% |
| All | -26.2% | +105.9% | -132.2% | -34.3% |
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