+71.6%
SLB vs WBD
+16.1%
+55.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.5% | +36.5% | +4.0% | +31.5% |
| 7D | +40.5% | +36.5% | +4.0% | +31.5% |
| 30D | +40.5% | +36.5% | +4.0% | +31.5% |
| 3M | +40.5% | +36.5% | +4.0% | +31.5% |
| 6M | +40.5% | +36.5% | +4.0% | +31.5% |
| YTD | +40.5% | +36.5% | +4.0% | +31.5% |
| 1Y | +50.3% | +63.0% | -12.6% | +36.6% |
| 3Y | -2.0% | +206.7% | -208.7% | -23.6% |
| All | +71.6% | +16.1% | +55.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling