-13.2%
WDAY vs ADP
+46.4%
-59.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.4% |
| 7D | +1.8% | +2.2% | -0.3% | -0.3% |
| 30D | +4.1% | +10.6% | -6.5% | -5.9% |
| 3M | -4.8% | +12.9% | -17.8% | -15.7% |
| 6M | +68.6% | +50.6% | +18.0% | +17.2% |
| YTD | -8.5% | +23.2% | -31.7% | -26.1% |
| 1Y | -12.1% | +25.3% | -37.4% | -29.8% |
| 3Y | -13.2% | +47.1% | -60.3% | -35.3% |
| All | -13.2% | +46.4% | -59.6% | -35.3% |
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 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