+63.3%
SLB vs NWSA
+2.0%
+61.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.9% | -3.1% | +1.2% | -1.9% |
| 30D | +7.8% | +4.3% | +3.5% | +7.8% |
| 3M | +2.7% | +9.2% | -6.5% | +2.9% |
| 6M | +22.2% | +21.6% | +0.6% | +21.8% |
| YTD | +51.1% | +14.2% | +36.9% | +51.4% |
| 1Y | +63.3% | +1.8% | +61.6% | +57.7% |
| All | +63.3% | +2.0% | +61.3% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling