-5.1%
SLB vs SW
+40.4%
-45.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | -7.7% | +4.7% | -12.4% | -8.8% |
| 30D | -0.7% | +5.0% | -5.7% | -2.1% |
| 3M | 0.0% | -7.3% | +7.3% | +1.5% |
| 6M | -10.4% | +15.0% | -25.4% | -14.9% |
| YTD | +31.5% | +18.5% | +12.9% | +23.0% |
| 1Y | +39.1% | +27.1% | +12.0% | +27.7% |
| All | -5.1% | +40.4% | -45.4% | -14.1% |
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