+291.5%
WDAY vs BTI
+175.7%
+115.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.8% | -3.2% | -1.5% | -3.8% |
| 30D | +2.5% | +9.7% | -7.2% | -0.4% |
| 3M | +8.8% | +11.1% | -2.3% | +5.4% |
| 6M | +60.7% | -1.2% | +61.9% | +60.7% |
| YTD | -11.2% | +12.7% | -23.9% | -15.6% |
| 1Y | -15.6% | +15.8% | -31.4% | -20.6% |
| 3Y | -17.1% | +148.9% | -166.0% | -41.8% |
| 5Y | -35.7% | +151.9% | -187.6% | -55.8% |
| 10Y | +130.4% | +124.2% | +6.2% | +55.9% |
| All | +291.5% | +175.7% | +115.9% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling