+44.6%
SLB vs EWT
+55.3%
-10.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.7% |
| 7D | +2.6% | +13.2% | -10.7% | -1.2% |
| 30D | +4.4% | -14.3% | +18.7% | +8.8% |
| 3M | -2.7% | -8.4% | +5.7% | -0.6% |
| 6M | -7.5% | +3.7% | -11.3% | -11.4% |
| YTD | +34.8% | +53.1% | -18.3% | +3.0% |
| 1Y | +44.6% | +55.5% | -10.9% | +10.5% |
| All | +44.6% | +55.3% | -10.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling