+44.6%
SLB vs WAT
+19.9%
+24.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +2.6% | +2.0% | +0.5% | +2.2% |
| 30D | +4.4% | +7.7% | -3.3% | +3.2% |
| 3M | -2.7% | +11.1% | -13.8% | -4.3% |
| 6M | -7.5% | +31.2% | -38.8% | -11.3% |
| YTD | +34.8% | +21.7% | +13.1% | +32.6% |
| 1Y | +44.6% | +19.3% | +25.3% | +43.6% |
| All | +44.6% | +19.9% | +24.7% | +43.6% |
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