-16.6%
SLB vs W
+268.4%
-285.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.5% |
| 7D | -3.7% | +3.3% | -7.0% | -4.1% |
| 30D | +2.9% | +10.5% | -7.6% | +1.7% |
| 3M | +0.2% | +9.6% | -9.4% | -1.1% |
| 6M | -4.4% | +76.4% | -80.8% | -11.3% |
| YTD | +33.4% | +16.4% | +17.0% | +28.4% |
| 1Y | +40.8% | +9.3% | +31.4% | +36.1% |
| 3Y | +3.2% | +172.8% | -169.6% | -13.7% |
| 5Y | +64.8% | -53.4% | +118.2% | +55.9% |
| 10Y | -16.6% | +243.6% | -260.2% | -51.5% |
| All | -16.6% | +268.4% | -285.0% | -51.5% |
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