+682.0%
WDC vs SLB
-14.0%
+696.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +16.3% | +2.6% | +13.7% | +15.1% |
| 30D | -18.3% | +4.4% | -22.6% | -19.5% |
| 3M | -31.4% | -2.7% | -28.7% | -30.8% |
| 6M | -36.3% | -7.5% | -28.7% | -35.0% |
| YTD | +80.8% | +34.8% | +46.0% | +56.3% |
| 1Y | +87.7% | +44.6% | +43.1% | +57.0% |
| 3Y | +819.4% | +3.2% | +816.3% | +768.9% |
| 5Y | +583.2% | +73.6% | +509.7% | +366.2% |
| All | +682.0% | -14.0% | +696.0% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling