+813.6%
SLB vs WST
+14,250.0%
-13,436.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.8% |
| 7D | -7.7% | -5.8% | -1.9% | -6.4% |
| 30D | -0.7% | +5.3% | -6.0% | -2.0% |
| 3M | 0.0% | +11.8% | -11.8% | -2.8% |
| 6M | -10.4% | +26.7% | -37.1% | -16.0% |
| YTD | +31.5% | +43.0% | -11.5% | +18.9% |
| 1Y | +39.1% | +38.9% | +0.3% | +26.7% |
| 3Y | -5.7% | +18.2% | -23.9% | -16.7% |
| 5Y | +65.4% | -1.5% | +66.9% | +48.1% |
| 10Y | -15.6% | +439.0% | -454.5% | -57.6% |
| All | +813.6% | +14,250.0% | -13,436.4% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling