-3.1%
BSX vs WDAY
-31.8%
+28.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -8.2% | -10.5% | +2.3% | -6.8% |
| 30D | -15.8% | +2.1% | -17.9% | -16.3% |
| 3M | -10.8% | +34.6% | -45.5% | -15.2% |
| 6M | -38.4% | +29.9% | -68.3% | -41.4% |
| YTD | -54.8% | -13.8% | -41.0% | -53.9% |
| 1Y | -59.0% | -18.3% | -40.8% | -57.9% |
| 3Y | -20.0% | -26.2% | +6.2% | -18.1% |
| 5Y | -3.1% | -30.8% | +27.8% | -1.8% |
| All | -3.1% | -31.8% | +28.7% | -1.8% |
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 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