+2.1%
SLB vs BWA
+75.7%
-73.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | +0.8% | +5.7% | -4.8% | -1.1% |
| 30D | +15.8% | +1.4% | +14.4% | +15.0% |
| 3M | -0.3% | -12.1% | +11.7% | +4.1% |
| 6M | +21.3% | +28.6% | -7.2% | +9.4% |
| YTD | +52.3% | +51.1% | +1.2% | +26.6% |
| 1Y | +63.6% | +55.9% | +7.7% | +33.8% |
| All | +2.1% | +75.7% | -73.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling