+1,587.0%
GLW vs WDAY
+307.5%
+1,279.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +6.5% |
| 7D | +3.8% | -4.4% | +8.1% | +4.4% |
| 30D | -1.3% | +14.7% | -16.1% | -4.3% |
| 3M | -21.8% | +32.4% | -54.2% | -26.9% |
| 6M | +6.9% | +36.9% | -30.0% | -2.7% |
| YTD | +77.2% | -8.8% | +86.0% | +76.1% |
| 1Y | +123.2% | -15.3% | +138.5% | +124.9% |
| 3Y | +400.0% | -21.2% | +421.2% | +400.4% |
| 5Y | +342.8% | -29.5% | +372.3% | +340.3% |
| 10Y | +771.4% | +120.0% | +651.3% | +541.2% |
| All | +1,587.0% | +307.5% | +1,279.5% | +987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling