+10,029.5%
WDC vs SLB
+825.9%
+9,203.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -28.0% | -7.1% | -20.8% | -25.6% |
| 30D | -34.9% | +4.1% | -39.0% | -35.9% |
| 3M | -41.6% | -2.6% | -38.9% | -41.1% |
| 6M | -45.4% | -8.6% | -36.8% | -44.2% |
| YTD | +53.3% | +32.2% | +21.1% | +35.0% |
| 1Y | +61.5% | +40.7% | +20.9% | +38.6% |
| 3Y | +712.3% | -4.5% | +716.9% | +695.5% |
| 5Y | +524.2% | +66.4% | +457.9% | +357.4% |
| 10Y | +616.5% | -15.1% | +631.6% | +519.0% |
| All | +10,029.5% | +825.9% | +9,203.7% | +3,864.3% |
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