-17.3%
SLB vs WMB
+265.8%
-283.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.2% |
| 7D | -4.3% | -6.9% | +2.6% | +1.0% |
| 30D | +1.9% | -7.2% | +9.1% | +7.4% |
| 3M | -5.7% | -5.4% | -0.3% | -2.6% |
| 6M | -5.3% | -4.9% | -0.5% | -3.6% |
| YTD | +32.2% | +14.7% | +17.5% | +14.9% |
| 1Y | +38.5% | +14.7% | +23.8% | +20.3% |
| 3Y | +1.1% | +116.4% | -115.2% | -51.7% |
| 5Y | +70.3% | +198.5% | -128.3% | -37.2% |
| 10Y | -17.3% | +266.3% | -283.6% | -75.6% |
| All | -17.3% | +265.8% | -283.1% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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