+1,060.3%
GLW vs WDAY
+301.5%
+758.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.1% |
| 7D | -13.9% | -2.5% | -11.4% | -13.6% |
| 30D | -35.0% | +4.7% | -39.7% | -35.6% |
| 3M | -32.4% | +13.3% | -45.7% | -34.6% |
| 6M | -41.3% | +57.3% | -98.7% | -47.9% |
| YTD | +21.8% | -10.2% | +32.0% | +20.8% |
| 1Y | +21.8% | -14.1% | +35.9% | +22.0% |
| 3Y | +307.7% | -11.7% | +319.3% | +294.4% |
| 5Y | +213.7% | -33.5% | +247.2% | +214.9% |
| 10Y | +509.3% | +133.1% | +376.2% | +341.8% |
| All | +1,060.3% | +301.5% | +758.9% | +646.3% |
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