-14.4%
SLB vs W
+211.1%
-225.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | +2.6% | -1.7% | +4.2% | +2.7% |
| 30D | +4.4% | +3.2% | +1.2% | +3.9% |
| 3M | -2.7% | +8.3% | -11.0% | -3.9% |
| 6M | -7.5% | +84.3% | -91.8% | -14.6% |
| YTD | +34.8% | +11.0% | +23.8% | +30.4% |
| 1Y | +44.6% | -0.2% | +44.8% | +41.2% |
| 3Y | +3.2% | +157.9% | -154.8% | -13.2% |
| 5Y | +73.6% | -56.8% | +130.3% | +65.7% |
| All | -14.4% | +211.1% | -225.5% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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