+113.3%
WDAY vs ADM
+171.4%
-58.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | -7.4% | +1.4% | -8.7% | -7.7% |
| 30D | +1.0% | +8.2% | -7.2% | -1.1% |
| 3M | +32.7% | +8.7% | +24.0% | +29.4% |
| 6M | +25.6% | +29.1% | -3.5% | +16.5% |
| YTD | -13.4% | +53.7% | -67.0% | -23.7% |
| 1Y | -19.4% | +43.2% | -62.6% | -27.8% |
| 3Y | -25.8% | +21.4% | -47.2% | -31.6% |
| 5Y | -31.1% | +67.1% | -98.2% | -45.8% |
| 10Y | +113.3% | +176.6% | -63.3% | +29.4% |
| All | +113.3% | +171.4% | -58.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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