+837.9%
SLB vs ITW
+10,325.5%
-9,487.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.2% | -1.6% | +0.4% | -0.2% |
| 30D | +4.5% | +8.9% | -4.4% | -0.7% |
| 3M | -4.6% | -0.9% | -3.7% | -4.4% |
| 6M | -6.3% | +16.0% | -22.2% | -14.6% |
| YTD | +35.0% | +19.4% | +15.5% | +20.7% |
| 1Y | +38.8% | +20.7% | +18.1% | +23.4% |
| 3Y | +3.3% | +33.4% | -30.1% | -13.0% |
| 5Y | +73.6% | +39.1% | +34.5% | +40.4% |
| 10Y | -14.2% | +195.3% | -209.5% | -52.5% |
| All | +837.9% | +10,325.5% | -9,487.5% | +61.0% |
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