-17.3%
SLB vs W
+228.8%
-246.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.6% |
| 7D | -4.3% | +1.1% | -5.4% | -4.5% |
| 30D | +1.9% | +6.4% | -4.5% | +1.1% |
| 3M | -5.7% | +9.0% | -14.7% | -6.9% |
| 6M | -5.3% | +69.8% | -75.2% | -11.8% |
| YTD | +32.2% | +12.1% | +20.1% | +27.7% |
| 1Y | +38.5% | 0.0% | +38.5% | +35.2% |
| 3Y | +1.1% | +160.3% | -159.2% | -15.0% |
| 5Y | +70.3% | -53.3% | +123.6% | +60.8% |
| 10Y | -17.3% | +217.0% | -234.2% | -51.4% |
| All | -17.3% | +228.8% | -246.1% | -51.4% |
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