+134.0%
WFC vs SLB
-15.8%
+149.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +0.1% | -3.7% | +3.8% | +1.6% |
| 30D | +2.9% | +2.9% | 0.0% | +1.5% |
| 3M | -1.4% | +0.2% | -1.7% | -2.2% |
| 6M | +14.3% | -4.4% | +18.8% | +14.6% |
| YTD | -6.2% | +33.4% | -39.6% | -18.9% |
| 1Y | +1.6% | +40.8% | -39.2% | -14.2% |
| 3Y | +126.9% | +3.2% | +123.7% | +111.5% |
| 5Y | +94.0% | +64.8% | +29.1% | +36.2% |
| 10Y | +134.0% | -16.6% | +150.6% | +63.2% |
| All | +134.0% | -15.8% | +149.9% | +63.2% |
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 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