+616.7%
ADI vs WDAY
+114.2%
+502.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.3% | -10.5% | +11.9% | +4.7% |
| 30D | -6.0% | +2.1% | -8.1% | -7.6% |
| 3M | -7.7% | +34.6% | -42.4% | -18.8% |
| 6M | +14.0% | +29.9% | -15.9% | -0.9% |
| YTD | +34.4% | -13.8% | +48.2% | +35.4% |
| 1Y | +48.0% | -18.3% | +66.2% | +51.4% |
| 3Y | +113.3% | -26.2% | +139.5% | +119.4% |
| 5Y | +131.1% | -30.8% | +161.9% | +135.2% |
| All | +616.7% | +114.2% | +502.5% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WDAY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling