-18.3%
WDAY vs BROS
-33.2%
+14.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | -10.5% | -6.1% | -4.5% | -10.0% |
| 30D | +2.1% | -12.4% | +14.5% | +3.4% |
| 3M | +34.6% | -27.9% | +62.6% | +38.7% |
| 6M | +29.9% | -16.8% | +46.7% | +29.6% |
| YTD | -13.8% | -29.0% | +15.2% | -13.0% |
| 1Y | -18.3% | -33.2% | +14.9% | -22.8% |
| All | -18.3% | -33.2% | +14.9% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling