-3.1%
SLB vs WDAY
+117.6%
-120.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.0% |
| 7D | +0.8% | -4.4% | +5.2% | +1.5% |
| 30D | +15.8% | +14.7% | +1.1% | +12.7% |
| 3M | -0.3% | +32.4% | -32.7% | -5.9% |
| 6M | +21.3% | +36.9% | -15.5% | +12.7% |
| YTD | +52.3% | -8.8% | +61.1% | +52.6% |
| 1Y | +63.6% | -15.3% | +78.9% | +65.8% |
| 3Y | +3.8% | -21.2% | +25.0% | +4.4% |
| 5Y | +128.6% | -29.5% | +158.1% | +130.5% |
| All | -3.1% | +117.6% | -120.7% | -25.8% |
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