+121.4%
SLB vs VWO
+293.6%
-172.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.5% | +2.0% | +1.5% | +1.8% |
| 30D | +6.5% | -4.3% | +10.8% | +10.4% |
| 3M | -0.2% | -6.4% | +6.2% | +5.3% |
| 6M | -5.7% | -5.6% | -0.1% | -1.6% |
| YTD | +36.8% | +5.2% | +31.6% | +29.8% |
| 1Y | +45.8% | +5.2% | +40.6% | +38.3% |
| 3Y | +3.4% | +55.5% | -52.2% | -30.3% |
| 5Y | +76.1% | +25.6% | +50.6% | +41.0% |
| 10Y | -13.0% | +110.8% | -123.8% | -53.5% |
| All | +121.4% | +293.6% | -172.2% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling