+76.4%
SLB vs BBWI
-67.6%
+144.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +6.5% | +12.9% | -6.4% | +4.6% |
| 3M | -0.2% | +16.0% | -16.2% | -2.7% |
| 6M | -5.7% | +16.6% | -22.3% | -8.8% |
| YTD | +36.8% | +9.7% | +27.1% | +32.2% |
| 1Y | +45.8% | +1.5% | +44.3% | +41.6% |
| 3Y | +3.4% | -21.4% | +24.7% | +2.3% |
| All | +76.4% | -67.6% | +144.0% | +97.6% |
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 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