+181.4%
SLB vs WCN
+6,839.3%
-6,657.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +0.8% | -0.6% | +1.5% | +1.0% |
| 30D | +15.8% | +0.4% | +15.4% | +15.7% |
| 3M | -0.3% | +7.3% | -7.7% | -2.5% |
| 6M | +21.3% | -2.5% | +23.8% | +21.6% |
| YTD | +52.3% | -5.4% | +57.7% | +53.7% |
| 1Y | +63.6% | -8.5% | +72.1% | +66.3% |
| 3Y | +3.8% | +20.8% | -17.0% | -3.0% |
| 5Y | +128.6% | +30.0% | +98.6% | +107.7% |
| 10Y | -3.1% | +238.4% | -241.5% | -31.0% |
| All | +181.4% | +6,839.3% | -6,657.9% | +15.6% |
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 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