+554.2%
GLW vs WDAY
+129.5%
+424.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +15.5% | -4.8% | +20.3% | +16.3% |
| 30D | -19.6% | +2.5% | -22.0% | -20.0% |
| 3M | -28.5% | +8.8% | -37.3% | -30.3% |
| 6M | -39.5% | +60.7% | -100.2% | -46.6% |
| YTD | +37.2% | -11.2% | +48.4% | +38.0% |
| 1Y | +35.4% | -15.6% | +51.0% | +38.0% |
| 3Y | +359.7% | -17.1% | +376.8% | +355.0% |
| 5Y | +244.0% | -35.7% | +279.7% | +254.3% |
| All | +554.2% | +129.5% | +424.7% | +343.8% |
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