-29.2%
WDAY vs BROS
+7.7%
-36.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -5.3% | -20.4% | +15.1% | -2.3% |
| 30D | +1.5% | -6.1% | +7.6% | +1.9% |
| 3M | +5.5% | -29.4% | +34.8% | +10.7% |
| 6M | +57.4% | -31.5% | +89.0% | +64.7% |
| YTD | -11.0% | -42.8% | +31.8% | -4.9% |
| 1Y | -15.8% | -37.5% | +21.7% | -11.5% |
| 3Y | -16.9% | +27.2% | -44.1% | -27.6% |
| 5Y | -35.3% | -47.0% | +11.7% | -39.6% |
| All | -29.2% | +7.7% | -36.9% | -36.0% |
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