-25.7%
WDAY vs BROS
+64.7%
-90.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -6.1% | -0.9% | -5.2% | -6.0% |
| 30D | +3.7% | -13.5% | +17.1% | +5.3% |
| 3M | +29.6% | -18.4% | +48.0% | +31.7% |
| 6M | +23.3% | -10.6% | +33.9% | +23.3% |
| YTD | -13.3% | -25.1% | +11.8% | -11.6% |
| 1Y | -19.6% | -28.6% | +9.0% | -18.0% |
| 3Y | -25.7% | +65.6% | -91.2% | -32.6% |
| All | -25.7% | +64.7% | -90.4% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling