+2.1%
SLB vs WDAY
-21.0%
+23.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.5% |
| 7D | +0.8% | -4.4% | +5.2% | +1.1% |
| 30D | +15.8% | +14.7% | +1.1% | +14.6% |
| 3M | -0.3% | +32.4% | -32.7% | -2.6% |
| 6M | +21.3% | +36.9% | -15.5% | +18.3% |
| YTD | +52.3% | -8.8% | +61.1% | +57.9% |
| 1Y | +63.6% | -15.3% | +78.9% | +71.3% |
| All | +2.1% | -21.0% | +23.1% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling