+511.9%
SLB vs WAB
+4,103.0%
-3,591.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.2% |
| 7D | -7.1% | +1.4% | -8.5% | -7.7% |
| 30D | +4.1% | +0.4% | +3.7% | +3.7% |
| 3M | -2.6% | -3.8% | +1.2% | -1.3% |
| 6M | -8.6% | +5.1% | -13.6% | -10.9% |
| YTD | +32.2% | +33.3% | -1.1% | +17.0% |
| 1Y | +40.7% | +39.8% | +0.8% | +22.1% |
| 3Y | -4.5% | +161.1% | -165.6% | -35.6% |
| 5Y | +66.4% | +209.5% | -143.1% | +4.5% |
| 10Y | -15.1% | +293.8% | -308.9% | -51.7% |
| All | +511.9% | +4,103.0% | -3,591.1% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling