-28.6%
WDAY vs ADP
+49.8%
-78.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 6M | +36.9% | +29.9% | +7.0% | +10.9% |
| YTD | -8.8% | +9.6% | -18.5% | -15.1% |
| 1Y | -15.3% | -5.3% | -10.0% | -11.6% |
| 3Y | -21.2% | +16.5% | -37.7% | -31.5% |
| All | -28.6% | +49.8% | -78.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling