-15.4%
SLB vs SW
+755.0%
-770.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +1.3% |
| 30D | +15.8% | -4.6% | +20.4% | +16.2% |
| 3M | -0.3% | +9.4% | -9.7% | -1.3% |
| 6M | +21.3% | +3.5% | +17.8% | +20.6% |
| YTD | +52.3% | +22.0% | +30.3% | +49.4% |
| 1Y | +63.6% | +2.2% | +61.4% | +62.4% |
| 3Y | +3.8% | +19.6% | -15.8% | +1.4% |
| 5Y | +128.6% | -2.3% | +131.0% | +122.6% |
| 10Y | -3.1% | +181.4% | -184.4% | -11.1% |
| All | -15.4% | +755.0% | -770.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling