+46.2%
SLB vs WAB
+46.5%
-0.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -4.1% | +4.5% | -8.6% | -5.8% |
| 30D | +2.5% | +1.1% | +1.5% | +2.2% |
| 3M | +2.0% | -1.3% | +3.3% | +2.5% |
| 6M | -6.3% | +12.7% | -19.1% | -11.5% |
| YTD | +36.5% | +38.7% | -2.1% | +10.6% |
| 1Y | +46.2% | +44.9% | +1.3% | +15.5% |
| All | +46.2% | +46.5% | -0.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling