+102.8%
SLB vs WBD
+330.6%
-227.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +34.7% | +4.9% | +26.9% |
| 7D | +39.6% | +34.7% | +4.9% | +26.9% |
| 30D | +39.6% | +34.7% | +4.9% | +26.9% |
| 3M | +39.6% | +34.7% | +4.9% | +26.9% |
| 6M | +39.6% | +34.7% | +4.9% | +26.9% |
| YTD | +39.6% | +34.7% | +4.9% | +26.9% |
| 1Y | +50.3% | +63.0% | -12.6% | +27.8% |
| 3Y | -2.0% | +206.7% | -208.7% | -40.6% |
| 5Y | +83.6% | +18.4% | +65.2% | +42.6% |
| 10Y | -16.9% | +11.8% | -28.7% | -44.3% |
| All | +102.8% | +330.6% | -227.8% | -37.8% |
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