-4.8%
SLB vs WPM
+502.1%
-506.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | +7.0% | -6.6% | -0.5% |
| 30D | +13.6% | +15.7% | -2.1% | +11.2% |
| 3M | +1.5% | +35.2% | -33.7% | -2.9% |
| 6M | +23.0% | +6.1% | +16.9% | +21.1% |
| YTD | +51.2% | +32.6% | +18.6% | +44.2% |
| 1Y | +63.5% | +46.9% | +16.6% | +53.4% |
| 3Y | +2.5% | +276.3% | -273.8% | -16.1% |
| 5Y | +139.2% | +260.0% | -120.8% | +94.0% |
| 10Y | -4.8% | +508.5% | -513.3% | -23.3% |
| All | -4.8% | +502.1% | -506.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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