+62.5%
SLB vs EWT
+103.1%
-40.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -1.2% |
| 7D | -7.1% | -11.7% | +4.6% | -2.0% |
| 30D | +4.1% | -23.2% | +27.3% | +16.9% |
| 3M | -2.6% | -12.5% | +9.9% | +2.5% |
| 6M | -8.6% | -5.9% | -2.6% | -8.8% |
| YTD | +32.2% | +40.5% | -8.3% | +5.1% |
| 1Y | +40.7% | +43.7% | -3.1% | +10.4% |
| 3Y | -4.5% | +136.6% | -141.2% | -45.9% |
| All | +62.5% | +103.1% | -40.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling