+8,627.7%
WFC vs SLB
+966.6%
+7,661.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | +0.8% | +2.9% | +3.4% |
| 30D | +1.5% | +15.8% | -14.3% | -3.9% |
| 3M | +10.9% | -0.3% | +11.2% | +9.9% |
| 6M | +8.4% | +21.3% | -12.9% | -0.2% |
| YTD | -1.9% | +52.3% | -54.2% | -17.0% |
| 1Y | +12.3% | +63.6% | -51.3% | -7.8% |
| 3Y | +132.3% | +3.8% | +128.6% | +118.8% |
| 5Y | +130.1% | +128.6% | +1.4% | +54.7% |
| 10Y | +134.4% | -3.1% | +137.5% | +92.2% |
| All | +8,627.7% | +966.6% | +7,661.1% | +3,883.0% |
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 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