+218.5%
BMY vs WDAY
+307.5%
-89.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.3% |
| 7D | +0.4% | -4.4% | +4.7% | +0.8% |
| 30D | +5.0% | +14.7% | -9.7% | +3.2% |
| 3M | +19.4% | +32.4% | -13.0% | +15.2% |
| 6M | +9.5% | +36.9% | -27.3% | +4.8% |
| YTD | +28.1% | -8.8% | +36.9% | +28.1% |
| 1Y | +50.0% | -15.3% | +65.3% | +50.9% |
| 3Y | +24.1% | -21.2% | +45.3% | +24.2% |
| 5Y | +25.0% | -29.5% | +54.5% | +24.9% |
| 10Y | +68.7% | +120.0% | -51.4% | +38.9% |
| All | +218.5% | +307.5% | -89.0% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling