-2.6%
SLB vs WBD
+10.9%
-13.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -1.9% | -1.7% | -0.2% | -1.4% |
| 30D | +7.8% | +3.9% | +3.9% | +6.7% |
| 3M | +2.7% | +5.1% | -2.4% | +1.3% |
| 6M | +22.2% | +0.6% | +21.6% | +21.9% |
| YTD | +51.1% | -3.2% | +54.2% | +52.1% |
| 1Y | +63.3% | +127.7% | -64.3% | +29.4% |
| 3Y | +2.4% | +146.6% | -144.1% | -25.4% |
| 5Y | +139.3% | +4.2% | +135.2% | +109.8% |
| 10Y | -2.6% | +13.7% | -16.3% | -34.0% |
| All | -2.6% | +10.9% | -13.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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