-35.5%
WDAY vs BTSG
+416.6%
-452.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -7.4% | +2.9% | -10.3% | -7.6% |
| 30D | +1.0% | +0.9% | +0.1% | +0.9% |
| 3M | +32.7% | +1.6% | +31.1% | +31.3% |
| 6M | +25.6% | +46.8% | -21.2% | +17.9% |
| YTD | -13.4% | +65.5% | -78.9% | -20.3% |
| 1Y | -19.4% | +136.2% | -155.6% | -30.0% |
| All | -35.5% | +416.6% | -452.1% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling