+30.5%
BMY vs WDAY
-35.2%
+65.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.8% | -4.6% | +6.3% | +2.1% |
| 30D | +6.2% | +1.2% | +5.0% | +6.2% |
| 3M | -2.1% | +2.6% | -4.7% | -2.4% |
| 6M | +14.3% | +47.8% | -33.5% | +11.6% |
| YTD | +21.6% | -12.1% | +33.7% | +22.4% |
| 1Y | +38.8% | -17.1% | +55.9% | +40.1% |
| 3Y | +42.9% | -17.9% | +60.8% | +43.3% |
| All | +30.5% | -35.2% | +65.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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