-14.2%
SLB vs GWW
+653.9%
-668.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -1.2% | 0.0% | -1.1% | -1.1% |
| 30D | +4.5% | +14.0% | -9.5% | -2.0% |
| 3M | -4.6% | +14.4% | -19.0% | -10.9% |
| 6M | -6.3% | +21.7% | -27.9% | -15.4% |
| YTD | +35.0% | +48.4% | -13.5% | +9.9% |
| 1Y | +38.8% | +58.4% | -19.6% | +9.4% |
| 3Y | +3.3% | +92.3% | -89.0% | -26.6% |
| 5Y | +73.6% | +221.8% | -148.2% | -8.0% |
| 10Y | -14.2% | +657.6% | -671.8% | -66.6% |
| All | -14.2% | +653.9% | -668.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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