-19.4%
WDAY vs ADM
+42.9%
-62.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.1% |
| 7D | -7.4% | +1.4% | -8.7% | -7.2% |
| 30D | +1.0% | +8.2% | -7.2% | +1.9% |
| 3M | +32.7% | +8.7% | +24.0% | +33.3% |
| 6M | +25.6% | +29.1% | -3.5% | +30.4% |
| YTD | -13.4% | +53.7% | -67.0% | -8.0% |
| 1Y | -19.4% | +43.2% | -62.6% | -14.9% |
| All | -19.4% | +42.9% | -62.2% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling