+130.8%
SLB vs ACWI
+67.7%
+63.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +15.8% | +0.9% | +15.0% | +14.8% |
| 3M | -0.3% | +2.4% | -2.7% | -2.8% |
| 6M | +21.3% | +12.4% | +9.0% | +8.2% |
| YTD | +52.3% | +15.2% | +37.1% | +32.8% |
| 1Y | +63.6% | +22.7% | +40.9% | +34.2% |
| 3Y | +3.8% | +75.8% | -72.0% | -38.4% |
| All | +130.8% | +67.7% | +63.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 5y: compounded portfolio wealth divided by compounded ACWI 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…
5y analysis · Full analysis span regression · 6 months rolling