-13.2%
WDAY vs BROS
+30.6%
-43.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.4% | +2.4% |
| 7D | +1.8% | +6.3% | -4.5% | +1.1% |
| 30D | +4.1% | -8.3% | +12.4% | +4.6% |
| 3M | -4.8% | -29.8% | +24.9% | -1.7% |
| 6M | +68.6% | -25.8% | +94.5% | +72.2% |
| YTD | -8.5% | -41.4% | +32.8% | -4.9% |
| 1Y | -12.1% | -35.2% | +23.1% | -9.7% |
| 3Y | -13.2% | +32.8% | -46.0% | -13.2% |
| All | -13.2% | +30.6% | -43.8% | -13.2% |
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