-16.6%
SLB vs WING
+742.9%
-759.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.1% |
| 7D | -3.7% | +8.6% | -12.2% | -4.5% |
| 30D | +2.9% | +44.8% | -41.8% | -1.1% |
| 3M | +0.2% | +51.9% | -51.7% | -4.5% |
| 6M | -4.4% | +37.2% | -41.7% | -8.6% |
| YTD | +33.4% | -25.3% | +58.7% | +35.7% |
| 1Y | +40.8% | -25.1% | +65.9% | +42.8% |
| 3Y | +3.2% | -12.9% | +16.1% | -1.5% |
| 5Y | +64.8% | +12.0% | +52.8% | +47.6% |
| 10Y | -16.6% | +716.5% | -733.1% | -52.2% |
| All | -16.6% | +742.9% | -759.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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