-25.7%
WDAY vs ADM
+18.5%
-44.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.9% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | +3.7% | +11.0% | -7.3% | +3.3% |
| 3M | +29.6% | +6.0% | +23.6% | +29.1% |
| 6M | +23.3% | +26.9% | -3.6% | +22.1% |
| YTD | -13.3% | +50.0% | -63.3% | -15.1% |
| 1Y | -19.6% | +39.6% | -59.2% | -21.0% |
| 3Y | -25.7% | +18.5% | -44.2% | -27.5% |
| All | -25.7% | +18.5% | -44.2% | -27.5% |
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