-4.8%
SLB vs BBWI
-56.0%
+51.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | +0.4% | +1.6% | -1.1% | 0.0% |
| 30D | +13.6% | -6.2% | +19.8% | +14.8% |
| 3M | +1.5% | +4.3% | -2.8% | -0.5% |
| 6M | +23.0% | -7.2% | +30.2% | +22.3% |
| YTD | +51.2% | -3.0% | +54.3% | +47.7% |
| 1Y | +63.5% | -30.8% | +94.2% | +70.7% |
| 3Y | +2.5% | -43.4% | +45.9% | +7.2% |
| 5Y | +139.2% | -66.7% | +205.9% | +172.4% |
| 10Y | -4.8% | -55.7% | +50.9% | -33.3% |
| All | -4.8% | -56.0% | +51.2% | -33.3% |
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