-14.2%
SLB vs WWD
+468.3%
-482.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.4% |
| 7D | -1.2% | +3.7% | -4.9% | -3.1% |
| 30D | +4.5% | +1.8% | +2.7% | +2.9% |
| 3M | -4.6% | -5.0% | +0.4% | -2.9% |
| 6M | -6.3% | -8.4% | +2.1% | -4.1% |
| YTD | +35.0% | +12.3% | +22.7% | +21.6% |
| 1Y | +38.8% | +26.2% | +12.6% | +15.9% |
| 3Y | +3.3% | +154.6% | -151.3% | -45.5% |
| 5Y | +73.6% | +195.3% | -121.6% | -20.3% |
| 10Y | -14.2% | +466.3% | -480.5% | -71.9% |
| All | -14.2% | +468.3% | -482.6% | -71.9% |
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