+63.6%
SLB vs WAT
+41.4%
+22.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +15.8% | +2.3% | +13.5% | +15.5% |
| 3M | -0.3% | +8.7% | -9.1% | -1.3% |
| 6M | +21.3% | +28.3% | -7.0% | +16.3% |
| YTD | +52.3% | +7.8% | +44.5% | +50.4% |
| 1Y | +63.6% | +36.6% | +27.0% | +60.6% |
| All | +63.6% | +41.4% | +22.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling