+21.3%
SLB vs WY
-5.0%
+26.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +0.8% | -1.7% | +2.6% | +1.1% |
| 30D | +15.8% | -10.1% | +25.9% | +18.2% |
| 3M | -0.3% | -5.1% | +4.8% | +0.6% |
| 6M | +21.3% | -4.8% | +26.1% | +21.8% |
| All | +21.3% | -5.0% | +26.3% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling