+65.4%
SLB vs WM
+62.1%
+3.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.0% |
| 7D | -7.7% | +4.5% | -12.2% | -8.6% |
| 30D | -0.7% | +16.1% | -16.8% | -4.0% |
| 3M | 0.0% | +8.0% | -8.1% | -1.8% |
| 6M | -10.4% | +8.4% | -18.8% | -12.3% |
| YTD | +31.5% | +11.2% | +20.2% | +27.4% |
| 1Y | +39.1% | +22.3% | +16.8% | +31.4% |
| 3Y | -5.7% | +50.2% | -56.0% | -16.9% |
| 5Y | +65.4% | +63.3% | +2.2% | +39.8% |
| All | +65.4% | +62.1% | +3.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling