+287.9%
WDAY vs ADM
+266.2%
+21.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.6% | -1.8% | -2.7% | -4.1% |
| 30D | +1.2% | -13.3% | +14.5% | +5.1% |
| 3M | +2.6% | -13.4% | +15.9% | +6.5% |
| 6M | +47.8% | -9.6% | +57.4% | +51.0% |
| YTD | -12.1% | +23.0% | -35.1% | -18.3% |
| 1Y | -17.1% | +27.4% | -44.5% | -24.0% |
| 3Y | -17.9% | +5.7% | -23.5% | -22.7% |
| 5Y | -35.1% | +22.1% | -57.2% | -43.5% |
| 10Y | +130.1% | +106.0% | +24.2% | +56.0% |
| All | +287.9% | +266.2% | +21.7% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling