-12.7%
SLB vs WING
+405.9%
-418.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +0.8% | -3.9% | +4.7% | +1.2% |
| 30D | +15.8% | -11.6% | +27.4% | +17.2% |
| 3M | -0.3% | -24.2% | +23.8% | +2.2% |
| 6M | +21.3% | -54.1% | +75.4% | +31.3% |
| YTD | +52.3% | -53.9% | +106.2% | +63.9% |
| 1Y | +63.6% | -64.4% | +128.0% | +80.8% |
| 3Y | +3.8% | -30.2% | +34.0% | +0.6% |
| 5Y | +128.6% | -34.1% | +162.8% | +116.8% |
| 10Y | -3.1% | +342.1% | -345.2% | -39.3% |
| All | -12.7% | +405.9% | -418.5% | -48.2% |
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 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