+112.2%
WDAY vs BRO
+294.2%
-182.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -5.2% | -7.3% | +2.2% | -0.7% |
| 30D | +5.9% | -6.9% | +12.8% | +10.8% |
| 3M | +42.3% | +10.7% | +31.6% | +35.8% |
| 6M | +34.7% | -2.7% | +37.4% | +37.4% |
| YTD | -13.5% | -16.3% | +2.8% | -4.2% |
| 1Y | -18.1% | -29.1% | +11.0% | -0.8% |
| 3Y | -26.4% | -7.8% | -18.5% | -26.9% |
| 5Y | -30.6% | +18.7% | -49.3% | -42.7% |
| All | +112.2% | +294.2% | -182.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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