+129.7%
WMT vs SLB
+128.1%
+1.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -5.0% | +13.6% | -18.5% | -5.8% |
| 3M | -11.3% | +1.5% | -12.8% | -11.5% |
| 6M | -13.8% | +23.0% | -36.8% | -15.1% |
| YTD | -4.2% | +51.2% | -55.4% | -6.9% |
| 1Y | +4.6% | +63.5% | -58.9% | +1.1% |
| 3Y | +100.5% | +2.5% | +98.0% | +97.0% |
| 5Y | +129.7% | +139.2% | -9.5% | +119.3% |
| All | +129.7% | +128.1% | +1.6% | +119.3% |
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