-29.8%
WDAY vs FBTC
+65.3%
-95.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.1% |
| 7D | -4.4% | +2.9% | -7.3% | -4.6% |
| 30D | +14.7% | +23.0% | -8.3% | +12.5% |
| 3M | +32.4% | +25.6% | +6.8% | +29.4% |
| 6M | +36.9% | +9.0% | +27.9% | +35.2% |
| YTD | -8.8% | -8.9% | +0.1% | -8.7% |
| 1Y | -15.3% | -27.5% | +12.2% | -13.6% |
| All | -29.8% | +65.3% | -95.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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