+758.2%
BSX vs WDAY
+307.5%
+450.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.9% |
| 7D | +2.0% | -4.4% | +6.4% | +2.9% |
| 30D | +0.1% | +14.7% | -14.6% | -3.3% |
| 3M | -2.1% | +32.4% | -34.5% | -8.8% |
| 6M | -33.8% | +36.9% | -70.7% | -39.5% |
| YTD | -49.9% | -8.8% | -41.0% | -50.1% |
| 1Y | -55.4% | -15.3% | -40.2% | -55.0% |
| 3Y | -10.9% | -21.2% | +10.4% | -10.9% |
| 5Y | +6.4% | -29.5% | +35.9% | +5.9% |
| 10Y | +97.0% | +120.0% | -23.0% | +43.8% |
| All | +758.2% | +307.5% | +450.7% | +485.3% |
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