+1.8%
SLB vs WING
-23.4%
+25.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | 0.0% |
| 7D | +2.6% | -3.9% | +6.5% | +2.7% |
| 30D | +4.4% | +26.6% | -22.3% | +3.6% |
| 3M | -2.7% | +42.5% | -45.2% | -4.0% |
| 6M | -7.5% | +29.4% | -37.0% | -8.9% |
| YTD | +34.8% | -32.8% | +67.6% | +37.7% |
| 1Y | +44.6% | -33.5% | +78.1% | +47.5% |
| All | +1.8% | -23.4% | +25.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling