-14.2%
SLB vs W
+224.5%
-238.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | -1.2% | -7.4% | +6.2% | -0.4% |
| 30D | +4.5% | +7.8% | -3.3% | +3.5% |
| 3M | -4.6% | +10.9% | -15.5% | -5.9% |
| 6M | -6.3% | +86.4% | -92.7% | -13.5% |
| YTD | +35.0% | +14.0% | +21.0% | +30.2% |
| 1Y | +38.8% | +3.5% | +35.3% | +35.0% |
| 3Y | +3.3% | +164.8% | -161.5% | -13.3% |
| 5Y | +73.6% | -53.1% | +126.7% | +64.0% |
| 10Y | -14.2% | +220.4% | -234.7% | -49.7% |
| All | -14.2% | +224.5% | -238.8% | -49.7% |
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