-14.2%
SLB vs WAB
+282.9%
-297.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.2% | +3.1% | -4.3% | -3.2% |
| 30D | +4.5% | +6.4% | -2.0% | 0.0% |
| 3M | -4.6% | +2.2% | -6.7% | -6.4% |
| 6M | -6.3% | +13.7% | -20.0% | -14.9% |
| YTD | +35.0% | +43.0% | -8.0% | +5.0% |
| 1Y | +38.8% | +47.0% | -8.2% | +6.0% |
| 3Y | +3.3% | +174.4% | -171.1% | -49.2% |
| 5Y | +73.6% | +222.2% | -148.6% | -25.0% |
| 10Y | -14.2% | +276.9% | -291.1% | -71.1% |
| All | -14.2% | +282.9% | -297.1% | -71.1% |
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