+958.5%
SLB vs WY
+688.1%
+270.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +0.8% | -1.7% | +2.6% | +1.6% |
| 30D | +15.8% | -10.1% | +25.9% | +21.0% |
| 3M | -0.3% | -5.1% | +4.8% | +1.3% |
| 6M | +21.3% | -4.8% | +26.1% | +22.8% |
| YTD | +52.3% | -0.2% | +52.5% | +50.8% |
| 1Y | +63.6% | -6.6% | +70.2% | +66.2% |
| 3Y | +3.8% | -22.7% | +26.5% | +13.1% |
| 5Y | +128.6% | -22.2% | +150.9% | +145.4% |
| 10Y | -3.1% | +7.3% | -10.3% | -11.8% |
| All | +958.5% | +688.1% | +270.4% | +442.7% |
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