+3.2%
SLB vs SW
+19.6%
-16.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +2.1% |
| 30D | +15.8% | -4.6% | +20.4% | +16.9% |
| 3M | -0.3% | +9.4% | -9.7% | -3.2% |
| 6M | +21.3% | +3.5% | +17.8% | +18.9% |
| YTD | +52.3% | +22.0% | +30.3% | +42.8% |
| 1Y | +63.6% | +2.2% | +61.4% | +59.1% |
| All | +3.2% | +19.6% | -16.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling