+73.6%
SLB vs W
-54.3%
+127.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +2.6% | -1.7% | +4.2% | +2.7% |
| 30D | +4.4% | +3.2% | +1.2% | +4.0% |
| 3M | -2.7% | +8.3% | -11.0% | -3.5% |
| 6M | -7.5% | +84.3% | -91.8% | -12.5% |
| YTD | +34.8% | +11.0% | +23.8% | +31.9% |
| 1Y | +44.6% | -0.2% | +44.8% | +42.4% |
| 3Y | +3.2% | +157.9% | -154.8% | -8.1% |
| 5Y | +73.6% | -56.8% | +130.3% | +54.8% |
| All | +73.6% | -54.3% | +127.9% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling