-4.1%
SLB vs WAT
+157.7%
-161.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +0.8% | -1.3% | +2.1% | +1.3% |
| 30D | +15.8% | +2.3% | +13.5% | +14.8% |
| 3M | -0.3% | +8.7% | -9.1% | -3.7% |
| 6M | +21.3% | +28.3% | -7.0% | +9.1% |
| YTD | +52.3% | +7.8% | +44.5% | +45.5% |
| 1Y | +63.6% | +36.6% | +27.0% | +41.6% |
| 3Y | +3.8% | +45.7% | -41.9% | -16.4% |
| 5Y | +128.6% | -3.3% | +132.0% | +116.6% |
| All | -4.1% | +157.7% | -161.8% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling