+205.4%
BMY vs WDAY
+308.8%
-103.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.3% | +1.4% |
| 7D | +2.1% | +1.8% | +0.2% | +1.9% |
| 30D | +7.0% | +4.1% | +2.9% | +6.5% |
| 3M | -0.9% | -4.8% | +4.0% | -0.5% |
| 6M | +14.9% | +68.6% | -53.7% | +7.7% |
| YTD | +22.8% | -8.5% | +31.4% | +22.7% |
| 1Y | +36.2% | -12.1% | +48.3% | +36.6% |
| 3Y | +45.7% | -13.2% | +58.9% | +44.2% |
| 5Y | +31.3% | -33.7% | +65.0% | +32.3% |
| 10Y | +60.6% | +137.4% | -76.8% | +31.0% |
| All | +205.4% | +308.8% | -103.4% | +140.1% |
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