+130.8%
SLB vs WAB
+222.7%
-92.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +0.8% | -3.2% | +4.0% | +2.7% |
| 30D | +15.8% | -4.4% | +20.3% | +18.7% |
| 3M | -0.3% | +7.9% | -8.2% | -5.4% |
| 6M | +21.3% | +8.7% | +12.6% | +14.0% |
| YTD | +52.3% | +33.0% | +19.3% | +26.8% |
| 1Y | +63.6% | +46.7% | +17.0% | +27.9% |
| 3Y | +3.8% | +153.0% | -149.2% | -43.5% |
| All | +130.8% | +222.7% | -92.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling