+660.4%
WDC vs SLB
-16.9%
+677.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -16.7% | -4.3% | -12.5% | -14.9% |
| 30D | -27.2% | +1.9% | -29.1% | -27.6% |
| 3M | -34.0% | -5.7% | -28.3% | -32.5% |
| 6M | -39.7% | -5.3% | -34.4% | -39.2% |
| YTD | +68.1% | +32.2% | +35.9% | +46.4% |
| 1Y | +66.3% | +38.5% | +27.8% | +41.6% |
| 3Y | +754.4% | +1.1% | +753.3% | +713.9% |
| 5Y | +595.8% | +70.3% | +525.5% | +378.6% |
| 10Y | +660.4% | -17.3% | +677.7% | +505.7% |
| All | +660.4% | -16.9% | +677.3% | +505.7% |
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