+799.9%
SLB vs WWD
+15,408.5%
-14,608.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +15.8% | -7.2% | +23.0% | +18.7% |
| 3M | -0.3% | -3.8% | +3.5% | +0.1% |
| 6M | +21.3% | -9.9% | +31.3% | +24.1% |
| YTD | +52.3% | +14.8% | +37.5% | +42.1% |
| 1Y | +63.6% | +42.1% | +21.5% | +40.0% |
| 3Y | +3.8% | +170.8% | -167.0% | -31.8% |
| 5Y | +128.6% | +197.5% | -68.9% | +42.0% |
| 10Y | -3.1% | +477.8% | -480.9% | -52.0% |
| All | +799.9% | +15,408.5% | -14,608.6% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling