+123.2%
GLW vs WDAY
-15.6%
+138.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +3.0% |
| 7D | +3.8% | -4.4% | +8.1% | +1.7% |
| 30D | -1.3% | +14.7% | -16.1% | +7.2% |
| 3M | -21.8% | +32.4% | -54.2% | -3.5% |
| 6M | +6.9% | +36.9% | -30.0% | +38.8% |
| YTD | +77.2% | -8.8% | +86.0% | +124.8% |
| 1Y | +123.2% | -15.3% | +138.5% | +185.2% |
| All | +123.2% | -15.6% | +138.8% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling