+139.2%
SLB vs GWW
+222.6%
-83.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.3% |
| 7D | +0.4% | -1.5% | +2.0% | +1.0% |
| 30D | +13.6% | +1.1% | +12.5% | +13.0% |
| 3M | +1.5% | -1.0% | +2.5% | +1.4% |
| 6M | +23.0% | +16.3% | +6.7% | +14.9% |
| YTD | +51.2% | +28.5% | +22.7% | +35.4% |
| 1Y | +63.5% | +30.3% | +33.2% | +45.4% |
| 3Y | +2.5% | +91.6% | -89.1% | -19.6% |
| 5Y | +139.2% | +224.0% | -84.8% | +54.7% |
| All | +139.2% | +222.6% | -83.4% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling