+682.9%
SLB vs BWA
+3,492.4%
-2,809.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | +0.8% | +5.7% | -4.8% | -1.4% |
| 30D | +15.8% | +1.4% | +14.4% | +14.8% |
| 3M | -0.3% | -12.1% | +11.7% | +4.5% |
| 6M | +21.3% | +28.6% | -7.2% | +8.0% |
| YTD | +52.3% | +51.1% | +1.2% | +25.2% |
| 1Y | +63.6% | +55.9% | +7.7% | +32.3% |
| 3Y | +3.8% | +70.1% | -66.4% | -21.2% |
| 5Y | +128.6% | +90.7% | +38.0% | +62.5% |
| 10Y | -3.1% | +154.0% | -157.0% | -39.1% |
| All | +682.9% | +3,492.4% | -2,809.5% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling