+2.4%
SLB vs ACWI
+356.8%
-354.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.2% |
| 30D | +15.8% | +0.9% | +15.0% | +14.5% |
| 3M | -0.3% | +2.4% | -2.7% | -3.7% |
| 6M | +21.3% | +12.4% | +9.0% | +4.0% |
| YTD | +52.3% | +15.2% | +37.1% | +26.7% |
| 1Y | +63.6% | +22.7% | +40.9% | +25.5% |
| 3Y | +3.8% | +75.8% | -72.0% | -49.6% |
| 5Y | +128.6% | +67.7% | +60.9% | +15.8% |
| 10Y | -3.1% | +229.0% | -232.1% | -77.7% |
| All | +2.4% | +356.8% | -354.4% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling