+68.6%
WDAY vs BTSG
+28.3%
+40.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.0% |
| 7D | +1.8% | +6.0% | -4.2% | +2.6% |
| 30D | +4.1% | +12.4% | -8.3% | +5.7% |
| 3M | -4.8% | +18.2% | -23.1% | -2.2% |
| 6M | +68.6% | +26.0% | +42.6% | +89.7% |
| All | +68.6% | +28.3% | +40.4% | +89.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling