+130.8%
SLB vs WAT
-3.2%
+134.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.8% | -1.3% | +2.1% | +1.1% |
| 30D | +15.8% | +2.3% | +13.5% | +15.2% |
| 3M | -0.3% | +8.7% | -9.1% | -2.3% |
| 6M | +21.3% | +28.3% | -7.0% | +14.0% |
| YTD | +52.3% | +7.8% | +44.5% | +48.5% |
| 1Y | +63.6% | +36.6% | +27.0% | +50.7% |
| 3Y | +3.8% | +45.7% | -41.9% | -5.3% |
| All | +130.8% | -3.2% | +134.0% | +93.3% |
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