-14.4%
SLB vs NWSA
+141.7%
-156.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.0% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +4.4% | -11.3% | +15.7% | +10.1% |
| 3M | -2.7% | -8.1% | +5.3% | +0.3% |
| 6M | -7.5% | -0.7% | -6.9% | -9.3% |
| YTD | +34.8% | +1.3% | +33.5% | +29.4% |
| 1Y | +44.6% | -1.3% | +45.9% | +40.8% |
| 3Y | +3.2% | +28.4% | -25.2% | -14.8% |
| 5Y | +73.6% | +15.3% | +58.3% | +45.7% |
| All | -14.4% | +141.7% | -156.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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