Adaptive sensing strategies that selectively sample data are increasingly used in wearable health systems to improve prediction performance under limited data budgets, yet their benefits across individuals remain poorly understood. Here, we evaluate adaptive selection of time windows for model training under fixed measurement budgets across multiple sensing modalities, including heart rate, activity, and ecological momentary assessment (EMA), in a longitudinal wearable dataset. We quantify performance gains relative to random sampling using both area under the receiver operating characteristic curve (AUROC) and F1 score. Adaptive strategies yield substantial improvements in AUROC for participants with low baseline performance (with gains up to 0.7), while offering limited or negative gains for participants with strong baselines. Across modalities, adaptive gain is strongly inversely correlated with baseline performance (Pearson r = -0.67; Spearman p = -0.62). At the participant level, most individuals benefit in AUROC (60-80% across modalities), although improvements in F1 are smaller and less consistent. These findings show that adaptive sensing is not uniformly beneficial, but instead provides the greatest value in underperforming settings. Our results support selective deployment strategies that tailor adaptive sensing based on baseline performance to improve efficiency in wearable health monitoring.