-14.2%
SLB vs BBWI
-45.0%
+30.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -1.2% | -7.7% | +6.6% | +0.6% |
| 30D | +4.5% | +24.8% | -20.3% | -0.9% |
| 3M | -4.6% | +16.2% | -20.8% | -8.6% |
| 6M | -6.3% | +15.8% | -22.1% | -11.2% |
| YTD | +35.0% | +11.4% | +23.5% | +26.9% |
| 1Y | +38.8% | +3.2% | +35.6% | +31.2% |
| 3Y | +3.3% | -23.5% | +26.8% | +0.1% |
| 5Y | +73.6% | -67.4% | +141.0% | +99.6% |
| 10Y | -14.2% | -46.0% | +31.8% | -43.6% |
| All | -14.2% | -45.0% | +30.7% | -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