-24.1%
SLB vs SW
+743.1%
-767.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.4% |
| 7D | -4.1% | +12.1% | -16.1% | -5.0% |
| 30D | +2.5% | +6.6% | -4.0% | +2.0% |
| 3M | +2.0% | -6.0% | +8.0% | +2.4% |
| 6M | -6.3% | +21.5% | -27.8% | -8.1% |
| YTD | +36.5% | +20.3% | +16.2% | +34.0% |
| 1Y | +46.2% | +28.1% | +18.1% | +42.8% |
| 3Y | -2.1% | +51.6% | -53.7% | -5.5% |
| 5Y | +73.7% | -0.1% | +73.8% | +69.0% |
| 10Y | -12.3% | +189.7% | -202.0% | -19.6% |
| All | -24.1% | +743.1% | -767.2% | -30.7% |
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