-31.1%
WDAY vs BTI
+113.9%
-145.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -7.4% | -2.4% | -5.0% | -7.1% |
| 30D | +1.0% | -4.8% | +5.8% | +1.5% |
| 3M | +32.7% | -8.1% | +40.8% | +33.9% |
| 6M | +25.6% | -4.2% | +29.8% | +25.9% |
| YTD | -13.4% | -1.3% | -12.1% | -13.8% |
| 1Y | -19.4% | +2.1% | -21.5% | -20.2% |
| 3Y | -25.8% | +108.9% | -134.7% | -38.5% |
| 5Y | -31.1% | +114.5% | -145.6% | -43.3% |
| All | -31.1% | +113.9% | -145.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling