+13.6%
WFC vs SLB
+62.0%
-48.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | +0.8% | +13.6% | -12.8% | -0.8% |
| 3M | +9.3% | +1.5% | +7.8% | +9.5% |
| 6M | +10.6% | +23.0% | -12.4% | +7.2% |
| YTD | -4.1% | +51.2% | -55.3% | -11.1% |
| 1Y | +13.6% | +63.5% | -49.9% | +0.5% |
| All | +13.6% | +62.0% | -48.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling