+280.1%
WDAY vs BRO
+480.0%
-199.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -10.5% | -8.6% | -2.0% | -5.6% |
| 30D | +2.1% | -6.9% | +9.0% | +6.8% |
| 3M | +34.6% | +10.5% | +24.2% | +28.5% |
| 6M | +29.9% | -2.8% | +32.7% | +32.5% |
| YTD | -13.8% | -16.1% | +2.3% | -4.6% |
| 1Y | -18.3% | -27.6% | +9.3% | -2.0% |
| 3Y | -26.2% | -7.3% | -18.9% | -26.7% |
| 5Y | -30.8% | +19.0% | -49.8% | -42.4% |
| 10Y | +112.2% | +292.7% | -180.5% | -16.5% |
| All | +280.1% | +480.0% | -199.8% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling