+117.9%
WFC vs SLB
-14.8%
+132.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | +3.6% | +4.5% | -0.9% | +1.6% |
| 3M | -1.3% | -4.6% | +3.3% | -0.1% |
| 6M | +18.0% | -6.3% | +24.2% | +19.2% |
| YTD | -5.9% | +35.0% | -40.8% | -19.0% |
| 1Y | +1.8% | +38.8% | -37.0% | -13.6% |
| 3Y | +125.0% | +3.3% | +121.7% | +109.7% |
| 5Y | +92.0% | +73.6% | +18.3% | +31.7% |
| 10Y | +117.9% | -14.2% | +132.1% | +51.0% |
| All | +117.9% | -14.8% | +132.7% | +51.0% |
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