-11.7%
WDAY vs ADM
+6.1%
-17.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.6% |
| 7D | -2.5% | -9.0% | +6.5% | -2.1% |
| 30D | +4.7% | -14.0% | +18.7% | +5.4% |
| 3M | +13.3% | -9.2% | +22.5% | +13.9% |
| 6M | +57.3% | -9.2% | +66.5% | +57.9% |
| YTD | -10.2% | +24.2% | -34.4% | -11.2% |
| 1Y | -14.1% | +27.0% | -41.0% | -15.3% |
| 3Y | -11.7% | +6.6% | -18.3% | -12.1% |
| All | -11.7% | +6.1% | -17.8% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling