+158.1%
SLB vs EWT
+594.1%
-436.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.8% |
| 7D | +0.8% | +4.0% | -3.1% | -1.3% |
| 30D | +15.8% | +10.3% | +5.5% | +9.7% |
| 3M | -0.3% | +6.1% | -6.4% | -4.8% |
| 6M | +21.3% | +56.6% | -35.3% | -6.6% |
| YTD | +52.3% | +76.6% | -24.3% | +9.9% |
| 1Y | +63.6% | +97.9% | -34.3% | +10.7% |
| 3Y | +3.8% | +198.0% | -194.2% | -44.6% |
| 5Y | +128.6% | +151.8% | -23.1% | +32.9% |
| 10Y | -3.1% | +514.1% | -517.2% | -63.7% |
| All | +158.1% | +594.1% | -436.0% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling