+837.9%
SLB vs WY
+607.0%
+231.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | -5.1% | +3.9% | +1.0% |
| 30D | +4.5% | +9.0% | -4.5% | +0.1% |
| 3M | -4.6% | -16.7% | +12.1% | +2.4% |
| 6M | -6.3% | -10.3% | +4.0% | -3.2% |
| YTD | +35.0% | -10.5% | +45.5% | +39.1% |
| 1Y | +38.8% | -5.9% | +44.7% | +39.9% |
| 3Y | +3.3% | -24.7% | +28.0% | +13.3% |
| 5Y | +73.6% | -31.5% | +105.1% | +95.6% |
| 10Y | -14.2% | +4.7% | -18.9% | -21.2% |
| All | +837.9% | +607.0% | +231.0% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling