+3.4%
SLB vs WMB
+121.9%
-118.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +3.5% | +7.8% | -4.3% | +0.2% |
| 30D | +6.5% | -5.1% | +11.6% | +8.7% |
| 3M | -0.2% | -4.7% | +4.5% | +1.4% |
| 6M | -5.7% | -7.4% | +1.7% | -3.4% |
| YTD | +36.8% | +17.5% | +19.4% | +26.1% |
| 1Y | +45.8% | +19.5% | +26.3% | +33.3% |
| 3Y | +3.4% | +121.3% | -117.9% | -35.4% |
| All | +3.4% | +121.9% | -118.5% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling