+131.9%
SLB vs WBD
+293.1%
-161.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +15.8% | +8.8% | +7.0% | +12.5% |
| 3M | -0.3% | +4.6% | -5.0% | -2.0% |
| 6M | +21.3% | +1.1% | +20.3% | +20.7% |
| YTD | +52.3% | -2.0% | +54.3% | +53.0% |
| 1Y | +63.6% | +140.0% | -76.4% | +17.1% |
| 3Y | +3.8% | +144.4% | -140.6% | -32.6% |
| 5Y | +128.6% | -0.2% | +128.9% | +87.8% |
| 10Y | -3.1% | +9.1% | -12.2% | -35.9% |
| All | +131.9% | +293.1% | -161.1% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling