-16.6%
SLB vs BBWI
-41.3%
+24.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -3.7% | -6.2% | +2.5% | -2.4% |
| 30D | +2.9% | +25.5% | -22.6% | -2.6% |
| 3M | +0.2% | +8.0% | -7.8% | -2.5% |
| 6M | -4.4% | +12.7% | -17.1% | -8.9% |
| YTD | +33.4% | +11.6% | +21.8% | +25.4% |
| 1Y | +40.8% | -0.9% | +41.7% | +34.4% |
| 3Y | +3.2% | -22.7% | +25.9% | -0.2% |
| 5Y | +64.8% | -67.2% | +132.0% | +89.1% |
| 10Y | -16.6% | -43.7% | +27.1% | -43.6% |
| All | -16.6% | -41.3% | +24.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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