+17,845.4%
WDC vs SLB
+966.6%
+16,878.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.2% |
| 30D | -10.0% | +15.8% | -25.8% | -15.5% |
| 3M | -18.8% | -0.3% | -18.4% | -19.7% |
| 6M | +79.0% | +21.3% | +57.7% | +63.5% |
| YTD | +171.6% | +52.3% | +119.3% | +126.2% |
| 1Y | +417.4% | +63.6% | +353.8% | +317.3% |
| 3Y | +1,251.8% | +3.8% | +1,248.0% | +1,175.5% |
| 5Y | +911.7% | +128.6% | +783.1% | +550.7% |
| 10Y | +1,399.6% | -3.1% | +1,402.7% | +1,127.9% |
| All | +17,845.4% | +966.6% | +16,878.8% | +6,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling