+624.3%
ADI vs WDAY
+115.3%
+509.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.6% | -7.4% | +10.0% | +4.9% |
| 30D | -4.6% | +1.0% | -5.6% | -6.0% |
| 3M | -9.5% | +32.7% | -42.2% | -19.9% |
| 6M | +14.8% | +25.6% | -10.7% | +1.2% |
| YTD | +35.8% | -13.4% | +49.2% | +36.6% |
| 1Y | +48.9% | -19.4% | +68.3% | +53.3% |
| 3Y | +115.6% | -25.8% | +141.3% | +121.4% |
| 5Y | +135.1% | -31.1% | +166.2% | +139.8% |
| All | +624.3% | +115.3% | +509.0% | +385.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling