+62.5%
SLB vs WAT
+32.4%
+30.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -7.1% | -1.1% | -6.0% | -6.9% |
| 30D | +4.1% | +5.0% | -0.9% | +2.9% |
| 3M | -2.6% | +14.5% | -17.1% | -5.6% |
| 6M | -8.6% | +30.9% | -39.5% | -14.2% |
| YTD | +32.2% | +20.5% | +11.7% | +25.6% |
| 1Y | +40.7% | +23.3% | +17.4% | +32.9% |
| 3Y | -4.5% | +81.5% | -86.0% | -17.4% |
| All | +62.5% | +32.4% | +30.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling