+3.4%
SLB vs BWA
+64.0%
-60.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | +6.5% | -13.0% | +19.5% | +12.1% |
| 3M | -0.2% | -24.8% | +24.6% | +10.8% |
| 6M | -5.7% | -23.5% | +17.8% | +3.4% |
| YTD | +36.8% | +13.8% | +23.0% | +22.8% |
| 1Y | +45.8% | +13.4% | +32.3% | +30.9% |
| 3Y | +3.4% | +62.8% | -59.4% | -26.7% |
| All | +3.4% | +64.0% | -60.6% | -26.7% |
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