-14.4%
SLB vs WST
+449.7%
-464.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.6% | +4.9% | -2.3% | +1.9% |
| 30D | +4.4% | +10.7% | -6.3% | +3.0% |
| 3M | -2.7% | +16.8% | -19.6% | -4.7% |
| 6M | -7.5% | +32.0% | -39.5% | -11.3% |
| YTD | +34.8% | +49.9% | -15.1% | +26.5% |
| 1Y | +44.6% | +50.6% | -6.0% | +35.5% |
| 3Y | +3.2% | +21.4% | -18.2% | -4.4% |
| 5Y | +73.6% | -0.6% | +74.1% | +62.4% |
| All | -14.4% | +449.7% | -464.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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