-27.4%
WDAY vs BROS
+43.3%
-70.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | -4.4% | -6.7% | +2.3% | -3.3% |
| 30D | +14.7% | -29.1% | +43.8% | +20.7% |
| 3M | +32.4% | -16.7% | +49.1% | +35.1% |
| 6M | +36.9% | -11.6% | +48.5% | +37.3% |
| YTD | -8.8% | -23.9% | +15.1% | -6.3% |
| 1Y | -15.3% | -34.8% | +19.5% | -11.1% |
| 3Y | -21.2% | +62.1% | -83.3% | -33.6% |
| All | -27.4% | +43.3% | -70.8% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling