-13.5%
WDAY vs BTSG
+111.7%
-125.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -1.2% | +17.4% | -18.6% | -0.2% |
| 30D | +6.8% | +12.6% | -5.8% | +7.6% |
| 3M | +17.8% | +11.2% | +6.6% | +18.8% |
| 6M | +57.8% | +30.4% | +27.5% | +58.0% |
| YTD | -6.0% | +86.4% | -92.4% | -9.5% |
| 1Y | -13.5% | +117.9% | -131.5% | -21.8% |
| All | -13.5% | +111.7% | -125.3% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling