+81.0%
BSX vs WDAY
+114.9%
-33.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -10.1% | -5.2% | -4.9% | -9.0% |
| 30D | -16.4% | +5.9% | -22.4% | -17.9% |
| 3M | -8.9% | +42.3% | -51.1% | -16.8% |
| 6M | -38.3% | +34.7% | -73.0% | -43.7% |
| YTD | -54.9% | -13.5% | -41.4% | -54.4% |
| 1Y | -58.8% | -18.1% | -40.7% | -57.9% |
| 3Y | -21.2% | -26.4% | +5.1% | -19.8% |
| 5Y | -3.3% | -30.6% | +27.3% | -3.2% |
| All | +81.0% | +114.9% | -33.9% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling