+849.0%
SLB vs WM
+28,817.6%
-27,968.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -4.1% | +5.9% | -10.0% | -5.4% |
| 30D | +2.5% | +15.4% | -12.9% | -0.9% |
| 3M | +2.0% | +6.3% | -4.3% | +0.4% |
| 6M | -6.3% | +5.6% | -11.9% | -7.9% |
| YTD | +36.5% | +9.9% | +26.6% | +32.8% |
| 1Y | +46.2% | +20.8% | +25.4% | +39.1% |
| 3Y | -2.1% | +48.5% | -50.6% | -11.8% |
| 5Y | +73.7% | +60.6% | +13.1% | +52.9% |
| 10Y | -12.3% | +349.8% | -362.1% | -37.2% |
| All | +849.0% | +28,817.6% | -27,968.6% | +474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling