-16.6%
SLB vs WAB
+305.5%
-322.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -2.3% |
| 7D | -3.7% | +4.0% | -7.7% | -6.2% |
| 30D | +2.9% | +4.5% | -1.5% | -0.3% |
| 3M | +0.2% | +2.3% | -2.1% | -1.7% |
| 6M | -4.4% | +12.5% | -16.9% | -12.6% |
| YTD | +33.4% | +40.2% | -6.8% | +5.2% |
| 1Y | +40.8% | +45.2% | -4.4% | +8.3% |
| 3Y | +3.2% | +171.8% | -168.6% | -48.9% |
| 5Y | +64.8% | +217.6% | -152.8% | -28.1% |
| 10Y | -16.6% | +285.3% | -301.9% | -71.9% |
| All | -16.6% | +305.5% | -322.0% | -71.9% |
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