+132.0%
GLW vs WDAY
-19.6%
+151.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.9% | +12.4% | +5.1% |
| 7D | +14.0% | -6.1% | +20.1% | +10.8% |
| 30D | +0.4% | +3.7% | -3.3% | +3.9% |
| 3M | -11.3% | +29.6% | -40.9% | +8.3% |
| 6M | +35.1% | +23.3% | +11.7% | +68.5% |
| YTD | +90.5% | -13.3% | +103.8% | +136.0% |
| 1Y | +132.0% | -19.6% | +151.7% | +188.7% |
| All | +132.0% | -19.6% | +151.6% | +188.7% |
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