+296.2%
WDAY vs ADP
+711.5%
-415.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.7% |
| 7D | -2.5% | +3.2% | -5.7% | -4.9% |
| 30D | +4.7% | +14.9% | -10.2% | -6.1% |
| 3M | +13.3% | +11.6% | +1.7% | +4.3% |
| 6M | +57.3% | +48.5% | +8.8% | +18.5% |
| YTD | -10.2% | +20.6% | -30.8% | -21.0% |
| 1Y | -14.1% | +23.7% | -37.8% | -25.8% |
| 3Y | -11.7% | +47.8% | -59.5% | -33.6% |
| 5Y | -33.5% | +47.7% | -81.2% | -50.0% |
| 10Y | +133.1% | +324.0% | -190.9% | -21.1% |
| All | +296.2% | +711.5% | -415.3% | +4.8% |
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