+1.8%
SLB vs WDAY
-15.3%
+17.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.6% | -4.8% | +7.3% | +2.8% |
| 30D | +4.4% | +2.5% | +1.9% | +4.2% |
| 3M | -2.7% | +8.8% | -11.5% | -3.5% |
| 6M | -7.5% | +60.7% | -68.3% | -11.5% |
| YTD | +34.8% | -11.2% | +46.1% | +40.3% |
| 1Y | +44.6% | -15.6% | +60.2% | +51.7% |
| All | +1.8% | -15.3% | +17.2% | +4.0% |
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