-24.2%
SLB vs WING
+656.3%
-680.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.7% |
| 7D | -7.1% | +9.0% | -16.2% | -8.0% |
| 30D | +4.1% | +39.9% | -35.9% | +0.2% |
| 3M | -2.6% | +40.4% | -43.1% | -6.7% |
| 6M | -8.6% | +12.9% | -21.4% | -10.8% |
| YTD | +32.2% | -31.1% | +63.3% | +35.6% |
| 1Y | +40.7% | -32.7% | +73.4% | +44.4% |
| 3Y | -4.5% | -19.8% | +15.3% | -8.1% |
| 5Y | +66.4% | +4.0% | +62.4% | +49.4% |
| 10Y | -15.1% | +684.4% | -699.5% | -50.7% |
| All | -24.2% | +656.3% | -680.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling