-16.6%
SLB vs WWD
+494.7%
-511.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -1.6% |
| 7D | -3.7% | +4.2% | -7.9% | -5.9% |
| 30D | +2.9% | -0.8% | +3.7% | +2.8% |
| 3M | +0.2% | -8.2% | +8.4% | +3.8% |
| 6M | -4.4% | -9.8% | +5.4% | -1.5% |
| YTD | +33.4% | +10.4% | +23.0% | +21.2% |
| 1Y | +40.8% | +25.5% | +15.3% | +17.8% |
| 3Y | +3.2% | +155.8% | -152.6% | -45.8% |
| 5Y | +64.8% | +187.3% | -122.5% | -23.2% |
| 10Y | -16.6% | +462.7% | -479.3% | -72.8% |
| All | -16.6% | +494.7% | -511.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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