+1,294.5%
WDC vs SLB
-4.0%
+1,298.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.4% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +9.9% | +13.6% | -3.7% | +3.8% |
| 3M | -9.4% | +1.5% | -10.9% | -11.3% |
| 6M | +94.7% | +23.0% | +71.7% | +75.4% |
| YTD | +177.4% | +51.2% | +126.1% | +128.1% |
| 1Y | +412.6% | +63.5% | +349.1% | +305.9% |
| 3Y | +1,359.8% | +2.5% | +1,357.3% | +1,275.6% |
| 5Y | +992.6% | +139.2% | +853.4% | +537.5% |
| All | +1,294.5% | -4.0% | +1,298.5% | +934.5% |
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