-17.1%
SLB vs WST
+441.1%
-458.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -7.1% | -3.1% | -4.0% | -6.7% |
| 30D | +4.1% | +9.1% | -5.0% | +2.9% |
| 3M | -2.6% | +14.7% | -17.3% | -4.4% |
| 6M | -8.6% | +28.0% | -36.6% | -11.9% |
| YTD | +32.2% | +45.6% | -13.4% | +24.5% |
| 1Y | +40.7% | +45.7% | -5.0% | +32.4% |
| 3Y | -4.5% | +21.1% | -25.6% | -11.7% |
| 5Y | +66.4% | +0.3% | +66.0% | +54.9% |
| All | -17.1% | +441.1% | -458.3% | -51.0% |
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