-3.6%
SLB vs NWSA
+99.8%
-103.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.3% | -9.7% | +5.4% | 0.0% |
| 30D | +1.9% | -8.6% | +10.6% | +5.6% |
| 3M | -5.7% | -6.3% | +0.6% | -3.8% |
| 6M | -5.3% | -1.2% | -4.2% | -6.7% |
| YTD | +32.2% | +2.6% | +29.5% | +26.5% |
| 1Y | +38.5% | 0.0% | +38.5% | +34.3% |
| 3Y | +1.1% | +30.1% | -28.9% | -15.5% |
| 5Y | +70.3% | +18.3% | +52.0% | +43.0% |
| 10Y | -17.3% | +149.3% | -166.6% | -56.0% |
| All | -3.6% | +99.8% | -103.4% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling