-31.9%
WDAY vs BTSG
+493.4%
-525.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.1% |
| 7D | +1.8% | +6.0% | -4.2% | +1.4% |
| 30D | +4.1% | +12.4% | -8.3% | +3.1% |
| 3M | -4.8% | +18.2% | -23.1% | -6.2% |
| 6M | +68.6% | +26.0% | +42.6% | +63.2% |
| YTD | -8.5% | +90.1% | -98.7% | -16.9% |
| 1Y | -12.1% | +124.3% | -136.4% | -22.2% |
| All | -31.9% | +493.4% | -525.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling