-4.8%
SLB vs BWA
+142.9%
-147.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +0.4% | +4.3% | -3.8% | -1.9% |
| 30D | +13.6% | -2.9% | +16.5% | +15.1% |
| 3M | +1.5% | -12.4% | +13.9% | +8.2% |
| 6M | +23.0% | +28.6% | -5.5% | +4.8% |
| YTD | +51.2% | +48.2% | +3.0% | +16.2% |
| 1Y | +63.5% | +50.9% | +12.6% | +23.7% |
| 3Y | +2.5% | +72.2% | -69.7% | -31.3% |
| 5Y | +139.2% | +91.1% | +48.1% | +43.3% |
| 10Y | -4.8% | +144.0% | -148.8% | -53.8% |
| All | -4.8% | +142.9% | -147.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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