-14.4%
SLB vs WY
+3.3%
-17.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +2.6% | -5.4% | +8.0% | +5.7% |
| 30D | +4.4% | +7.9% | -3.5% | -0.8% |
| 3M | -2.7% | -16.6% | +13.9% | +6.6% |
| 6M | -7.5% | -11.2% | +3.6% | -3.2% |
| YTD | +34.8% | -11.3% | +46.2% | +40.5% |
| 1Y | +44.6% | -5.5% | +50.1% | +45.1% |
| 3Y | +3.2% | -25.4% | +28.6% | +16.1% |
| 5Y | +73.6% | -32.4% | +105.9% | +101.3% |
| All | -14.4% | +3.3% | -17.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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