-17.3%
SLB vs WY
0.0%
-17.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.4% |
| 7D | -4.3% | +0.2% | -4.5% | -4.6% |
| 30D | +1.9% | +8.0% | -6.1% | -3.2% |
| 3M | -5.7% | -17.7% | +12.0% | +4.1% |
| 6M | -5.3% | -10.8% | +5.4% | -1.1% |
| YTD | +32.2% | -10.6% | +42.7% | +37.1% |
| 1Y | +38.5% | -5.7% | +44.2% | +39.2% |
| 3Y | +1.1% | -24.8% | +25.9% | +13.2% |
| 5Y | +70.3% | -31.7% | +102.0% | +96.4% |
| 10Y | -17.3% | +2.9% | -20.2% | -27.2% |
| All | -17.3% | 0.0% | -17.3% | -27.2% |
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