-2.6%
SLB vs WY
+5.8%
-8.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -1.7% | -0.2% | -0.9% |
| 30D | +7.8% | -9.9% | +17.6% | +14.1% |
| 3M | +2.7% | -7.5% | +10.2% | +6.4% |
| 6M | +22.2% | -5.1% | +27.3% | +24.1% |
| YTD | +51.1% | -2.1% | +53.2% | +50.3% |
| 1Y | +63.3% | -7.3% | +70.7% | +67.2% |
| 3Y | +2.4% | -22.6% | +25.1% | +13.9% |
| 5Y | +139.3% | -19.8% | +159.1% | +152.9% |
| 10Y | -2.6% | +9.6% | -12.2% | -19.3% |
| All | -2.6% | +5.8% | -8.4% | -19.3% |
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