-20.8%
WDAY vs ADP
+16.9%
-37.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -3.4% |
| 7D | -4.4% | -3.4% | -0.9% | -1.1% |
| 30D | +14.7% | +2.8% | +12.0% | +12.4% |
| 3M | +32.4% | +20.9% | +11.4% | +13.7% |
| 6M | +36.9% | +29.9% | +7.0% | +11.7% |
| YTD | -8.8% | +9.6% | -18.5% | -16.6% |
| 1Y | -15.3% | -5.3% | -10.0% | -15.5% |
| All | -20.8% | +16.9% | -37.7% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling