-4.5%
SLB vs WCN
+45.2%
-49.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | -7.1% | +2.9% | -10.0% | -7.5% |
| 30D | +4.1% | +22.1% | -18.0% | +0.5% |
| 3M | -2.6% | +13.2% | -15.8% | -4.6% |
| 6M | -8.6% | +23.7% | -32.3% | -12.1% |
| YTD | +32.2% | +8.7% | +23.5% | +30.7% |
| 1Y | +40.7% | +15.3% | +25.3% | +36.8% |
| 3Y | -4.5% | +46.0% | -50.5% | -11.6% |
| All | -4.5% | +45.2% | -49.7% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling