+76.4%
SLB vs WAB
+214.2%
-137.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +3.5% | +5.1% | -1.6% | +0.6% |
| 30D | +6.5% | +4.0% | +2.5% | +3.9% |
| 3M | -0.2% | +0.1% | -0.3% | -0.7% |
| 6M | -5.7% | +12.8% | -18.5% | -12.8% |
| YTD | +36.8% | +40.1% | -3.2% | +10.9% |
| 1Y | +45.8% | +46.4% | -0.6% | +15.2% |
| 3Y | +3.4% | +167.4% | -164.0% | -44.3% |
| All | +76.4% | +214.2% | -137.8% | -16.2% |
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