+696.1%
BSX vs WDAY
+308.8%
+387.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.3% |
| 7D | +3.7% | +1.8% | +1.9% | +3.3% |
| 30D | +3.1% | +4.1% | -1.0% | +2.2% |
| 3M | -14.2% | -4.8% | -9.4% | -13.6% |
| 6M | -16.4% | +68.6% | -85.1% | -26.5% |
| YTD | -53.5% | -8.5% | -45.0% | -53.7% |
| 1Y | -57.8% | -12.1% | -45.7% | -57.7% |
| 3Y | -17.4% | -13.2% | -4.3% | -19.3% |
| 5Y | +5.4% | -33.7% | +39.1% | +6.6% |
| 10Y | +106.2% | +137.4% | -31.2% | +48.3% |
| All | +696.1% | +308.8% | +387.2% | +442.1% |
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