+123.9%
WDAY vs ADP
+327.9%
-204.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.8% |
| 30D | +1.9% | +11.5% | -9.6% | -6.3% |
| 3M | +5.9% | +12.0% | -6.2% | -2.7% |
| 6M | +48.8% | +43.8% | +5.0% | +15.0% |
| YTD | -11.4% | +20.1% | -31.5% | -21.8% |
| 1Y | -15.5% | +22.3% | -37.8% | -26.4% |
| 3Y | -15.6% | +43.3% | -58.9% | -34.8% |
| 5Y | -35.2% | +47.3% | -82.5% | -50.9% |
| 10Y | +123.9% | +313.7% | -189.8% | -13.6% |
| All | +123.9% | +327.9% | -204.0% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling