-2.6%
SLB vs WSM
+997.3%
-999.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.5% |
| 30D | +7.8% | -9.3% | +17.1% | +10.5% |
| 3M | +2.7% | +7.1% | -4.4% | +0.5% |
| 6M | +22.2% | +21.7% | +0.4% | +15.1% |
| YTD | +51.1% | +28.7% | +22.3% | +40.1% |
| 1Y | +63.3% | +13.9% | +49.5% | +55.9% |
| 3Y | +2.4% | +232.2% | -229.7% | -30.7% |
| 5Y | +139.3% | +176.4% | -37.1% | +62.4% |
| 10Y | -2.6% | +1,072.4% | -1,075.0% | -64.4% |
| All | -2.6% | +997.3% | -999.9% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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