-16.6%
SLB vs WM
+337.2%
-353.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | +2.9% | +13.3% | -10.4% | -4.1% |
| 3M | +0.2% | +4.4% | -4.2% | -2.6% |
| 6M | -4.4% | +10.8% | -15.3% | -10.6% |
| YTD | +33.4% | +9.1% | +24.4% | +24.9% |
| 1Y | +40.8% | +19.1% | +21.6% | +25.1% |
| 3Y | +3.2% | +45.7% | -42.5% | -21.9% |
| 5Y | +64.8% | +60.4% | +4.4% | +13.4% |
| 10Y | -16.6% | +328.7% | -345.3% | -61.5% |
| All | -16.6% | +337.2% | -353.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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