-13.5%
WDAY vs ADP
+20.3%
-33.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.6% | -1.1% |
| 7D | -1.2% | +6.4% | -7.6% | -8.5% |
| 30D | +6.8% | +16.6% | -9.8% | -12.4% |
| 3M | +17.8% | +12.9% | +5.0% | +1.1% |
| 6M | +57.8% | +45.7% | +12.2% | +1.7% |
| YTD | -6.0% | +20.6% | -26.7% | -25.8% |
| 1Y | -13.5% | +20.5% | -34.0% | -32.2% |
| All | -13.5% | +20.3% | -33.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling