+302.1%
WDAY vs ADM
+347.1%
-45.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | +3.8% | -8.1% | -5.3% |
| 30D | +14.7% | +9.8% | +5.0% | +11.8% |
| 3M | +32.4% | +2.1% | +30.2% | +31.1% |
| 6M | +36.9% | +27.5% | +9.4% | +26.8% |
| YTD | -8.8% | +50.2% | -59.0% | -19.7% |
| 1Y | -15.3% | +40.6% | -55.9% | -24.3% |
| 3Y | -21.2% | +17.2% | -38.4% | -27.3% |
| 5Y | -29.5% | +61.9% | -91.4% | -43.8% |
| 10Y | +120.0% | +159.3% | -39.2% | +39.8% |
| All | +302.1% | +347.1% | -45.0% | +127.8% |
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