+76.4%
SLB vs WAT
+28.6%
+47.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | +6.5% | +5.4% | +1.1% | +5.2% |
| 3M | -0.2% | +11.3% | -11.5% | -2.7% |
| 6M | -5.7% | +37.4% | -43.1% | -12.6% |
| YTD | +36.8% | +21.2% | +15.7% | +29.8% |
| 1Y | +45.8% | +21.3% | +24.4% | +38.2% |
| 3Y | +3.4% | +83.4% | -80.0% | -10.8% |
| All | +76.4% | +28.6% | +47.8% | +51.7% |
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