+528.7%
WDC vs SLB
+65.5%
+463.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -28.0% | -7.1% | -20.8% | -26.1% |
| 30D | -34.9% | +4.1% | -39.0% | -35.6% |
| 3M | -41.6% | -2.6% | -38.9% | -41.2% |
| 6M | -45.4% | -8.6% | -36.8% | -44.3% |
| YTD | +53.3% | +32.2% | +21.1% | +39.1% |
| 1Y | +61.5% | +40.7% | +20.9% | +43.7% |
| 3Y | +712.3% | -4.5% | +716.9% | +687.2% |
| All | +528.7% | +65.5% | +463.2% | +421.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling