+62.5%
SLB vs ARWR
-28.9%
+91.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | -7.1% | -2.9% | -4.2% | -6.9% |
| 30D | +4.1% | -5.4% | +9.5% | +4.5% |
| 3M | -2.6% | -32.2% | +29.6% | +0.2% |
| 6M | -8.6% | -26.5% | +18.0% | -6.9% |
| YTD | +32.2% | -12.4% | +44.6% | +32.2% |
| 1Y | +40.7% | +46.9% | -6.2% | +34.1% |
| 3Y | -4.5% | +116.0% | -120.5% | -16.5% |
| All | +62.5% | -28.9% | +91.5% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling