-4.8%
SLB vs WEC
+143.0%
-147.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +13.6% | +0.3% | +13.3% | +13.5% |
| 3M | +1.5% | -2.9% | +4.4% | +1.8% |
| 6M | +23.0% | -5.9% | +28.9% | +23.9% |
| YTD | +51.2% | +4.1% | +47.1% | +50.3% |
| 1Y | +63.5% | +3.1% | +60.4% | +62.5% |
| 3Y | +2.5% | +40.8% | -38.3% | -2.2% |
| 5Y | +139.2% | +31.7% | +107.5% | +129.5% |
| 10Y | -4.8% | +141.1% | -145.9% | -9.0% |
| All | -4.8% | +143.0% | -147.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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