+42.7%
SLB vs WETO
-99.4%
+142.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | -2.5% | -4.3% | +1.8% | -2.5% |
| 30D | +7.1% | -39.9% | +47.0% | +4.9% |
| 3M | +0.6% | -97.9% | +98.5% | -0.6% |
| 6M | +17.6% | -95.0% | +112.6% | +12.2% |
| YTD | +48.5% | -97.2% | +145.6% | +42.8% |
| 1Y | +59.4% | -98.9% | +158.3% | +54.8% |
| All | +42.7% | -99.4% | +142.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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