-15.8%
WDAY vs BROS
-38.0%
+22.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -5.3% | -20.4% | +15.1% | -3.3% |
| 30D | +1.5% | -6.1% | +7.6% | +1.7% |
| 3M | +5.5% | -29.4% | +34.8% | +8.8% |
| 6M | +57.4% | -31.5% | +89.0% | +61.6% |
| YTD | -11.0% | -42.8% | +31.8% | -8.7% |
| 1Y | -15.8% | -37.5% | +21.7% | -15.0% |
| All | -15.8% | -38.0% | +22.2% | -15.0% |
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 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