+302.1%
WDAY vs ADP
+637.9%
-335.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -3.8% |
| 7D | -4.4% | -3.4% | -0.9% | -1.7% |
| 30D | +14.7% | +2.8% | +12.0% | +12.8% |
| 3M | +32.4% | +20.9% | +11.4% | +16.2% |
| 6M | +36.9% | +29.9% | +7.0% | +14.5% |
| YTD | -8.8% | +9.6% | -18.5% | -13.5% |
| 1Y | -15.3% | -5.3% | -10.0% | -10.9% |
| 3Y | -21.2% | +16.5% | -37.7% | -29.4% |
| 5Y | -29.5% | +49.4% | -78.9% | -46.9% |
| 10Y | +120.0% | +282.2% | -162.2% | -19.2% |
| All | +302.1% | +637.9% | -335.8% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling