+8,091.0%
WFC vs SLB
+825.9%
+7,265.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.2% | -7.1% | +8.4% | +3.8% |
| 30D | +5.2% | +4.1% | +1.1% | +3.5% |
| 3M | -3.0% | -2.6% | -0.4% | -2.7% |
| 6M | +6.2% | -8.6% | +14.8% | +8.0% |
| YTD | -7.9% | +32.2% | -40.1% | -18.5% |
| 1Y | +0.3% | +40.7% | -40.4% | -13.3% |
| 3Y | +117.7% | -4.5% | +122.3% | +110.7% |
| 5Y | +88.4% | +66.4% | +22.0% | +42.0% |
| 10Y | +147.3% | -15.1% | +162.4% | +111.7% |
| All | +8,091.0% | +825.9% | +7,265.2% | +3,812.9% |
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