+9,012.0%
WMT vs SLB
+966.6%
+8,045.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +3.9% | +0.8% | +3.1% | +3.8% |
| 30D | -4.4% | +15.8% | -20.2% | -6.2% |
| 3M | -8.8% | -0.3% | -8.4% | -9.0% |
| 6M | -15.6% | +21.3% | -37.0% | -18.0% |
| YTD | -3.2% | +52.3% | -55.5% | -8.7% |
| 1Y | +7.0% | +63.6% | -56.6% | -0.1% |
| 3Y | +105.3% | +3.8% | +101.5% | +100.4% |
| 5Y | +129.3% | +128.6% | +0.6% | +97.0% |
| 10Y | +423.9% | -3.1% | +427.0% | +381.6% |
| All | +9,012.0% | +966.6% | +8,045.3% | +4,079.7% |
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