+542.4%
GLW vs WDAY
+127.1%
+415.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.4% | +10.6% | +9.4% |
| 7D | -5.9% | -4.0% | -1.9% | -5.4% |
| 30D | -26.0% | +1.9% | -27.9% | -26.3% |
| 3M | -29.9% | +5.9% | -35.8% | -31.4% |
| 6M | -37.8% | +48.8% | -86.6% | -44.1% |
| YTD | +33.1% | -11.4% | +44.6% | +33.9% |
| 1Y | +36.8% | -15.5% | +52.4% | +39.3% |
| 3Y | +356.1% | -15.6% | +371.7% | +348.8% |
| 5Y | +243.8% | -35.2% | +279.0% | +252.9% |
| 10Y | +542.4% | +123.9% | +418.5% | +338.4% |
| All | +542.4% | +127.1% | +415.3% | +338.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling