+139.3%
SLB vs ITW
+33.8%
+105.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +1.0% |
| 7D | -1.9% | -1.9% | 0.0% | -0.7% |
| 30D | +7.8% | -10.4% | +18.2% | +15.3% |
| 3M | +2.7% | +3.5% | -0.8% | -0.4% |
| 6M | +22.2% | -3.4% | +25.5% | +23.6% |
| YTD | +51.1% | +8.5% | +42.6% | +41.5% |
| 1Y | +63.3% | +3.2% | +60.1% | +57.8% |
| 3Y | +2.4% | +18.9% | -16.5% | -8.9% |
| 5Y | +139.3% | +35.0% | +104.3% | +84.2% |
| All | +139.3% | +33.8% | +105.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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