-17.1%
SLB vs WM
+339.4%
-356.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.6% |
| 7D | -7.1% | +1.2% | -8.3% | -7.8% |
| 30D | +4.1% | +13.1% | -9.0% | -2.9% |
| 3M | -2.6% | +3.6% | -6.3% | -5.0% |
| 6M | -8.6% | +8.1% | -16.6% | -13.3% |
| YTD | +32.2% | +8.9% | +23.3% | +23.9% |
| 1Y | +40.7% | +20.3% | +20.3% | +24.3% |
| 3Y | -4.5% | +46.2% | -50.7% | -27.9% |
| 5Y | +66.4% | +59.9% | +6.5% | +14.7% |
| All | -17.1% | +339.4% | -356.5% | -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