+149.3%
SLB vs WCN
+8,007.2%
-7,857.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +4.5% | +25.3% | -20.8% | -2.2% |
| 3M | -4.6% | +15.4% | -20.0% | -8.7% |
| 6M | -6.3% | +27.8% | -34.1% | -13.0% |
| YTD | +35.0% | +10.6% | +24.4% | +29.9% |
| 1Y | +38.8% | +15.8% | +23.0% | +31.8% |
| 3Y | +3.3% | +50.3% | -47.0% | -9.4% |
| 5Y | +73.6% | +46.9% | +26.7% | +52.1% |
| 10Y | -14.2% | +318.8% | -333.0% | -42.6% |
| All | +149.3% | +8,007.2% | -7,857.8% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling