+296.2%
WDAY vs ADM
+269.8%
+26.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -2.5% | -9.0% | +6.5% | 0.0% |
| 30D | +4.7% | -14.0% | +18.7% | +8.9% |
| 3M | +13.3% | -9.2% | +22.5% | +16.1% |
| 6M | +57.3% | -9.2% | +66.5% | +60.5% |
| YTD | -10.2% | +24.2% | -34.4% | -16.8% |
| 1Y | -14.1% | +27.0% | -41.0% | -21.1% |
| 3Y | -11.7% | +6.6% | -18.3% | -17.1% |
| 5Y | -33.5% | +25.0% | -58.4% | -42.6% |
| 10Y | +133.1% | +100.2% | +32.8% | +59.5% |
| All | +296.2% | +269.8% | +26.4% | +136.1% |
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 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