+45.3%
SLB vs WETO
-99.4%
+144.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.4% | -57.2% | +57.7% | +0.7% |
| 30D | +13.6% | -48.8% | +62.4% | +11.4% |
| 3M | +1.5% | -97.7% | +99.2% | +0.2% |
| 6M | +23.0% | -94.3% | +117.3% | +17.2% |
| YTD | +51.2% | -97.0% | +148.3% | +45.4% |
| 1Y | +63.5% | -98.9% | +162.4% | +58.8% |
| All | +45.3% | -99.4% | +144.7% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling