-0.8%
SLB vs WDAY
+301.5%
-302.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.1% |
| 7D | -7.1% | -2.5% | -4.6% | -6.8% |
| 30D | +4.1% | +4.7% | -0.6% | +3.2% |
| 3M | -2.6% | +13.3% | -16.0% | -5.3% |
| 6M | -8.6% | +57.3% | -65.9% | -16.8% |
| YTD | +32.2% | -10.2% | +42.4% | +31.9% |
| 1Y | +40.7% | -14.1% | +54.7% | +41.4% |
| 3Y | -4.5% | -11.7% | +7.1% | -6.4% |
| 5Y | +66.4% | -33.5% | +99.8% | +67.8% |
| 10Y | -15.1% | +133.1% | -148.1% | -36.0% |
| All | -0.8% | +301.5% | -302.2% | -29.2% |
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