-16.6%
SLB vs EWT
+418.9%
-435.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -3.7% |
| 7D | -3.7% | -5.0% | +1.3% | -1.1% |
| 30D | +2.9% | -16.3% | +19.2% | +14.7% |
| 3M | +0.2% | -7.2% | +7.4% | +3.6% |
| 6M | -4.4% | -0.5% | -4.0% | -8.5% |
| YTD | +33.4% | +50.6% | -17.1% | -7.2% |
| 1Y | +40.8% | +54.8% | -14.1% | -4.3% |
| 3Y | +3.2% | +155.5% | -152.3% | -55.2% |
| 5Y | +64.8% | +116.4% | -51.6% | -18.4% |
| 10Y | -16.6% | +421.4% | -438.0% | -79.2% |
| All | -16.6% | +418.9% | -435.4% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling