-31.1%
WDAY vs BROS
+38.3%
-69.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -7.4% | -6.6% | -0.8% | -6.4% |
| 30D | +1.0% | -12.3% | +13.4% | +3.1% |
| 3M | +32.7% | -22.2% | +54.9% | +37.0% |
| 6M | +25.6% | -14.3% | +39.9% | +26.7% |
| YTD | -13.4% | -26.6% | +13.2% | -10.5% |
| 1Y | -19.4% | -31.5% | +12.1% | -16.1% |
| 3Y | -25.8% | +62.3% | -88.0% | -37.5% |
| All | -31.1% | +38.3% | -69.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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