+168.5%
WMT vs SLB
+65.5%
+103.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.6% | -7.1% | +8.7% | +2.1% |
| 30D | +16.1% | +4.1% | +12.0% | +15.7% |
| 3M | +12.3% | -2.6% | +14.9% | +12.3% |
| 6M | -3.1% | -8.6% | +5.5% | -2.8% |
| YTD | +13.4% | +32.2% | -18.8% | +11.0% |
| 1Y | +24.5% | +40.7% | -16.2% | +21.3% |
| 3Y | +135.7% | -4.5% | +140.2% | +132.6% |
| All | +168.5% | +65.5% | +103.1% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling