+139.2%
SLB vs WY
-21.5%
+160.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.4% |
| 30D | +13.6% | -10.5% | +24.1% | +19.4% |
| 3M | +1.5% | -4.9% | +6.4% | +3.1% |
| 6M | +23.0% | -4.9% | +27.9% | +24.5% |
| YTD | +51.2% | -1.7% | +52.9% | +50.1% |
| 1Y | +63.5% | -9.4% | +72.9% | +68.7% |
| 3Y | +2.5% | -22.3% | +24.8% | +11.9% |
| 5Y | +139.2% | -20.5% | +159.7% | +146.5% |
| All | +139.2% | -21.5% | +160.7% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling