+818.8%
SLB vs BBWI
+1,142.2%
-323.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.3% |
| 7D | -7.1% | -6.2% | -0.9% | -5.8% |
| 30D | +4.1% | +19.9% | -15.8% | -0.7% |
| 3M | -2.6% | +7.1% | -9.8% | -5.3% |
| 6M | -8.6% | +13.7% | -22.2% | -13.3% |
| YTD | +32.2% | +9.6% | +22.6% | +24.4% |
| 1Y | +40.7% | -1.6% | +42.3% | +34.0% |
| 3Y | -4.5% | -25.9% | +21.3% | -6.9% |
| 5Y | +66.4% | -67.8% | +134.2% | +88.6% |
| 10Y | -15.1% | -43.5% | +28.4% | -29.5% |
| All | +818.8% | +1,142.2% | -323.4% | +235.0% |
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