+62.5%
SLB vs BWA
+26.5%
+36.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.5% |
| 7D | -7.1% | -5.5% | -1.6% | -5.0% |
| 30D | +4.1% | -21.7% | +25.8% | +14.5% |
| 3M | -2.6% | -25.6% | +23.0% | +8.8% |
| 6M | -8.6% | -17.4% | +8.9% | -2.8% |
| YTD | +32.2% | +9.2% | +23.0% | +22.3% |
| 1Y | +40.7% | +9.7% | +30.9% | +29.6% |
| 3Y | -4.5% | +54.6% | -59.2% | -26.6% |
| All | +62.5% | +26.5% | +36.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling