-14.2%
SLB vs WST
+452.9%
-467.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | +1.1% | -2.2% | -1.3% |
| 30D | +4.5% | +12.4% | -7.9% | +2.9% |
| 3M | -4.6% | +17.6% | -22.1% | -6.6% |
| 6M | -6.3% | +28.3% | -34.5% | -9.7% |
| YTD | +35.0% | +50.5% | -15.5% | +26.5% |
| 1Y | +38.8% | +49.4% | -10.6% | +30.2% |
| 3Y | +3.3% | +21.9% | -18.6% | -4.4% |
| 5Y | +73.6% | +0.4% | +73.3% | +62.2% |
| 10Y | -14.2% | +451.5% | -465.7% | -49.3% |
| All | -14.2% | +452.9% | -467.1% | -49.3% |
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