-17.3%
SLB vs WCN
+300.6%
-317.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -4.3% | +2.6% | -6.9% | -5.4% |
| 30D | +1.9% | +25.3% | -23.4% | -8.5% |
| 3M | -5.7% | +15.2% | -20.9% | -12.1% |
| 6M | -5.3% | +26.4% | -31.8% | -15.9% |
| YTD | +32.2% | +9.9% | +22.2% | +24.7% |
| 1Y | +38.5% | +16.2% | +22.3% | +26.9% |
| 3Y | +1.1% | +49.4% | -48.3% | -20.9% |
| 5Y | +70.3% | +46.2% | +24.1% | +31.6% |
| 10Y | -17.3% | +305.7% | -323.0% | -57.8% |
| All | -17.3% | +300.6% | -317.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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