+45.9%
SLB vs WU
-19.6%
+65.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +0.8% | -0.8% | +1.7% | +1.2% |
| 30D | +15.8% | -1.1% | +16.9% | +16.2% |
| 3M | -0.3% | -3.9% | +3.5% | -1.1% |
| 6M | +21.3% | -20.7% | +42.0% | +32.1% |
| YTD | +52.3% | -18.4% | +70.7% | +62.7% |
| 1Y | +63.6% | -8.1% | +71.7% | +62.2% |
| 3Y | +3.8% | -24.2% | +27.9% | +10.5% |
| 5Y | +128.6% | -50.4% | +179.1% | +197.0% |
| 10Y | -3.1% | -40.0% | +37.0% | +12.6% |
| All | +45.9% | -19.6% | +65.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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