-14.4%
SLB vs WAB
+269.8%
-284.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +2.6% | +7.9% | -5.4% | -2.4% |
| 30D | +4.4% | +4.9% | -0.5% | +0.8% |
| 3M | -2.7% | +1.8% | -4.5% | -4.4% |
| 6M | -7.5% | +12.0% | -19.5% | -15.3% |
| YTD | +34.8% | +41.3% | -6.4% | +5.7% |
| 1Y | +44.6% | +43.8% | +0.8% | +11.9% |
| 3Y | +3.2% | +171.1% | -167.9% | -48.9% |
| 5Y | +73.6% | +217.7% | -144.2% | -24.4% |
| All | -14.4% | +269.8% | -284.2% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling