+579.6%
SLB vs BWA
+2,496.1%
-1,916.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 3M | -2.6% | -25.6% | +23.0% | +9.2% |
| 6M | -8.6% | -17.4% | +8.9% | -2.6% |
| YTD | +32.2% | +9.2% | +23.0% | +23.6% |
| 1Y | +40.7% | +9.7% | +30.9% | +31.1% |
| 3Y | -4.5% | +54.6% | -59.2% | -24.2% |
| 5Y | +66.4% | +26.8% | +39.6% | +39.1% |
| 10Y | -15.1% | +89.0% | -104.1% | -39.8% |
| All | +579.6% | +2,496.1% | -1,916.6% | +148.5% |
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 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