-18.1%
WDAY vs ADP
-5.0%
-13.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.9% |
| 7D | -5.2% | -2.8% | -2.4% | -1.8% |
| 30D | +5.9% | +0.2% | +5.7% | +6.4% |
| 3M | +42.3% | +20.5% | +21.8% | +17.1% |
| 6M | +34.7% | +28.8% | +6.0% | +4.4% |
| YTD | -13.5% | +6.6% | -20.2% | -21.2% |
| 1Y | -18.1% | -6.9% | -11.2% | -19.3% |
| All | -18.1% | -5.0% | -13.1% | -19.3% |
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