-3.6%
SLB vs NWSA
+98.2%
-101.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -7.1% | -9.4% | +2.3% | -3.2% |
| 30D | +4.1% | -7.8% | +11.8% | +7.4% |
| 3M | -2.6% | -10.8% | +8.1% | +1.7% |
| 6M | -8.6% | +1.1% | -9.6% | -11.0% |
| YTD | +32.2% | +1.8% | +30.4% | +27.0% |
| 1Y | +40.7% | +6.0% | +34.6% | +32.2% |
| 3Y | -4.5% | +24.6% | -29.1% | -18.5% |
| 5Y | +66.4% | +13.1% | +53.2% | +43.3% |
| 10Y | -15.1% | +148.5% | -163.6% | -54.8% |
| All | -3.6% | +98.2% | -101.7% | -45.0% |
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