-16.6%
SLB vs ARWR
+921.6%
-938.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.3% | +2.5% |
| 7D | -3.7% | -17.3% | +13.7% | -2.0% |
| 30D | +2.9% | -21.5% | +24.5% | +5.3% |
| 3M | +0.2% | -43.8% | +44.0% | +5.8% |
| 6M | -4.4% | -32.3% | +27.8% | -1.5% |
| YTD | +33.4% | -25.8% | +59.3% | +35.6% |
| 1Y | +40.8% | +25.5% | +15.3% | +34.5% |
| 3Y | +3.2% | +84.1% | -81.0% | -9.9% |
| 5Y | +64.8% | -39.2% | +104.0% | +55.9% |
| 10Y | -16.6% | +1,072.4% | -1,088.9% | -32.1% |
| All | -16.6% | +921.6% | -938.1% | -32.1% |
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