-13.1%
SLB vs ARWR
+1,024.2%
-1,037.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +3.5% | -17.8% | +21.4% | +5.4% |
| 30D | +6.5% | -18.1% | +24.7% | +8.5% |
| 3M | -0.2% | -44.2% | +43.9% | +5.4% |
| 6M | -5.7% | -38.6% | +32.9% | -1.8% |
| YTD | +36.8% | -28.0% | +64.9% | +39.5% |
| 1Y | +45.8% | +16.1% | +29.6% | +40.4% |
| 3Y | +3.4% | +84.0% | -80.6% | -9.8% |
| 5Y | +76.1% | -35.4% | +111.5% | +65.3% |
| All | -13.1% | +1,024.2% | -1,037.3% | -29.2% |
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