-5.9%
SLB vs VWO
+115.6%
-121.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -0.8% |
| 30D | +4.9% | -0.3% | +5.2% | +5.1% |
| 3M | +1.4% | +4.0% | -2.5% | -3.0% |
| 6M | +17.6% | +8.1% | +9.5% | +7.9% |
| YTD | +48.3% | +11.6% | +36.7% | +31.9% |
| 1Y | +58.7% | +16.2% | +42.5% | +35.4% |
| 3Y | +0.6% | +63.3% | -62.7% | -39.4% |
| 5Y | +133.6% | +33.4% | +100.2% | +71.9% |
| All | -5.9% | +115.6% | -121.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling