+58.7%
SLB vs WAT
+34.9%
+23.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.4% | -2.9% | +0.4% | -2.1% |
| 30D | +4.9% | -3.2% | +8.1% | +5.3% |
| 3M | +1.4% | +10.6% | -9.2% | +0.1% |
| 6M | +17.6% | +34.0% | -16.4% | +11.7% |
| YTD | +48.3% | +5.7% | +42.6% | +46.8% |
| 1Y | +58.7% | +37.1% | +21.6% | +54.2% |
| All | +58.7% | +34.9% | +23.8% | +54.2% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling