+130.8%
SLB vs BBWI
-66.0%
+196.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +15.8% | -5.2% | +21.0% | +16.4% |
| 3M | -0.3% | +11.1% | -11.5% | -2.5% |
| 6M | +21.3% | -13.4% | +34.7% | +22.6% |
| YTD | +52.3% | +0.1% | +52.2% | +49.4% |
| 1Y | +63.6% | -36.1% | +99.7% | +72.3% |
| 3Y | +3.8% | -44.1% | +47.9% | +8.1% |
| All | +130.8% | -66.0% | +196.8% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling