+64.8%
SLB vs WY
-31.5%
+96.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +2.9% | +10.6% | -7.7% | -2.2% |
| 3M | +0.2% | -16.6% | +16.9% | +8.3% |
| 6M | -4.4% | -8.6% | +4.2% | -1.9% |
| YTD | +33.4% | -8.4% | +41.8% | +36.1% |
| 1Y | +40.8% | -5.1% | +45.9% | +41.0% |
| 3Y | +3.2% | -21.9% | +25.1% | +11.3% |
| 5Y | +64.8% | -31.3% | +96.1% | +78.6% |
| All | +64.8% | -31.5% | +96.3% | +78.6% |
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