+958.5%
SLB vs WST
+12,330.1%
-11,371.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +15.8% | -3.1% | +19.0% | +16.7% |
| 3M | -0.3% | +7.2% | -7.6% | -2.5% |
| 6M | +21.3% | +36.8% | -15.5% | +11.2% |
| YTD | +52.3% | +23.8% | +28.5% | +42.7% |
| 1Y | +63.6% | +37.8% | +25.8% | +48.9% |
| 3Y | +3.8% | -15.9% | +19.7% | +0.1% |
| 5Y | +128.6% | -25.8% | +154.5% | +120.1% |
| 10Y | -3.1% | +319.6% | -322.7% | -48.0% |
| All | +958.5% | +12,330.1% | -11,371.6% | +157.6% |
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