+76.4%
SLB vs WEC
+56.3%
+20.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +3.5% | +2.3% | +1.2% | +3.1% |
| 30D | +6.5% | +11.1% | -4.6% | +4.7% |
| 3M | -0.2% | +8.4% | -8.7% | -1.6% |
| 6M | -5.7% | +7.5% | -13.2% | -6.9% |
| YTD | +36.8% | +15.3% | +21.5% | +33.3% |
| 1Y | +45.8% | +9.7% | +36.0% | +43.2% |
| 3Y | +3.4% | +64.7% | -61.3% | -6.1% |
| All | +76.4% | +56.3% | +20.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling