-32.2%
WDAY vs BTSG
+406.1%
-438.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.2% | -5.3% |
| 7D | -4.4% | +2.7% | -7.1% | -4.6% |
| 30D | +14.7% | -3.6% | +18.4% | +15.0% |
| 3M | +32.4% | +5.8% | +26.6% | +30.3% |
| 6M | +36.9% | +44.7% | -7.9% | +28.6% |
| YTD | -8.8% | +62.2% | -71.0% | -16.0% |
| 1Y | -15.3% | +152.1% | -167.4% | -27.3% |
| All | -32.2% | +406.1% | -438.2% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling