+958.5%
SLB vs ITW
+9,591.0%
-8,632.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.5% |
| 7D | +0.8% | -3.6% | +4.4% | +2.9% |
| 30D | +15.8% | -9.1% | +25.0% | +22.2% |
| 3M | -0.3% | +8.2% | -8.6% | -5.3% |
| 6M | +21.3% | -4.8% | +26.1% | +23.8% |
| YTD | +52.3% | +11.0% | +41.3% | +42.4% |
| 1Y | +63.6% | +4.2% | +59.4% | +58.3% |
| 3Y | +3.8% | +17.3% | -13.5% | -5.8% |
| 5Y | +128.6% | +33.0% | +95.6% | +90.3% |
| 10Y | -3.1% | +182.3% | -185.4% | -44.7% |
| All | +958.5% | +9,591.0% | -8,632.5% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling