+130.8%
SLB vs W
-63.2%
+194.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | 0.0% |
| 7D | +0.8% | -4.2% | +5.0% | +1.1% |
| 30D | +15.8% | -7.6% | +23.4% | +16.4% |
| 3M | -0.3% | +37.2% | -37.5% | -3.4% |
| 6M | +21.3% | +26.3% | -5.0% | +17.9% |
| YTD | +52.3% | -1.0% | +53.3% | +50.4% |
| 1Y | +63.6% | +20.1% | +43.5% | +58.2% |
| 3Y | +3.8% | +37.8% | -34.0% | -5.3% |
| All | +130.8% | -63.2% | +194.0% | +133.3% |
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