-4.8%
SLB vs WWD
+476.2%
-481.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +13.6% | -6.4% | +20.0% | +17.2% |
| 3M | +1.5% | -5.6% | +7.1% | +2.9% |
| 6M | +23.0% | -9.1% | +32.1% | +26.0% |
| YTD | +51.2% | +12.5% | +38.7% | +37.0% |
| 1Y | +63.5% | +41.3% | +22.2% | +28.6% |
| 3Y | +2.5% | +170.2% | -167.7% | -47.5% |
| 5Y | +139.2% | +192.5% | -53.3% | +11.3% |
| 10Y | -4.8% | +476.9% | -481.6% | -68.0% |
| All | -4.8% | +476.2% | -481.0% | -68.0% |
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