-11.7%
WDAY vs ADP
+48.5%
-60.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.4% |
| 7D | -2.5% | +3.2% | -5.7% | -5.5% |
| 30D | +4.7% | +14.9% | -10.2% | -8.9% |
| 3M | +13.3% | +11.6% | +1.7% | +1.8% |
| 6M | +57.3% | +48.5% | +8.8% | +11.1% |
| YTD | -10.2% | +20.6% | -30.8% | -25.9% |
| 1Y | -14.1% | +23.7% | -37.8% | -30.3% |
| 3Y | -11.7% | +47.8% | -59.5% | -36.2% |
| All | -11.7% | +48.5% | -60.2% | -36.2% |
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 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