+837.0%
SLB vs BBWI
+1,125.9%
-288.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | +2.6% | -4.5% | +7.1% | +3.6% |
| 30D | +4.4% | +17.1% | -12.7% | +0.2% |
| 3M | -2.7% | +17.5% | -20.2% | -7.3% |
| 6M | -7.5% | +12.8% | -20.4% | -12.2% |
| YTD | +34.8% | +8.2% | +26.7% | +27.2% |
| 1Y | +44.6% | -1.8% | +46.4% | +37.8% |
| 3Y | +3.2% | -25.8% | +28.9% | +0.6% |
| 5Y | +73.6% | -68.0% | +141.6% | +97.0% |
| 10Y | -14.3% | -47.6% | +33.3% | -27.6% |
| All | +837.0% | +1,125.9% | -288.9% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling