-4.5%
SLB vs W
+123.5%
-128.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -7.1% | -3.6% | -3.5% | -6.8% |
| 30D | +4.1% | +7.0% | -2.9% | +3.1% |
| 3M | -2.6% | +7.4% | -10.0% | -3.8% |
| 6M | -8.6% | +69.3% | -77.9% | -16.1% |
| YTD | +32.2% | +11.3% | +20.9% | +27.4% |
| 1Y | +40.7% | +13.2% | +27.4% | +34.7% |
| 3Y | -4.5% | +142.0% | -146.5% | -25.2% |
| All | -4.5% | +123.5% | -128.0% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling