+827.3%
SLB vs WY
+623.4%
+203.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +0.2% | -16.6% | +16.9% | +7.5% |
| 6M | -4.4% | -8.6% | +4.2% | -2.1% |
| YTD | +33.4% | -8.4% | +41.8% | +36.2% |
| 1Y | +40.8% | -5.1% | +45.9% | +41.4% |
| 3Y | +3.2% | -21.9% | +25.1% | +11.4% |
| 5Y | +64.8% | -31.3% | +96.1% | +85.5% |
| 10Y | -16.6% | +3.6% | -20.1% | -23.1% |
| All | +827.3% | +623.4% | +203.9% | +390.1% |
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