+1.5%
WFC vs SLB
+39.9%
-38.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +0.1% | -3.7% | +3.8% | +0.6% |
| 30D | +2.9% | +2.9% | 0.0% | +2.4% |
| 3M | -1.4% | +0.2% | -1.7% | -1.6% |
| 6M | +14.3% | -4.4% | +18.8% | +15.0% |
| YTD | -6.2% | +33.4% | -39.6% | -13.4% |
| All | +1.5% | +39.9% | -38.4% | -7.8% |
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