-17.1%
SLB vs ARWR
+906.2%
-923.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | -7.1% | -2.9% | -4.2% | -6.8% |
| 30D | +4.1% | -5.4% | +9.5% | +4.6% |
| 3M | -2.6% | -32.2% | +29.6% | +0.9% |
| 6M | -8.6% | -26.5% | +18.0% | -6.4% |
| YTD | +32.2% | -12.4% | +44.6% | +32.3% |
| 1Y | +40.7% | +46.9% | -6.2% | +32.6% |
| 3Y | -4.5% | +116.0% | -120.5% | -17.6% |
| 5Y | +66.4% | -28.0% | +94.3% | +55.0% |
| All | -17.1% | +906.2% | -923.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling