+10,575.1%
WMT vs SLB
+825.9%
+9,749.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.6% | -7.1% | +8.7% | +2.5% |
| 30D | +16.1% | +4.1% | +12.0% | +15.4% |
| 3M | +12.3% | -2.6% | +14.9% | +12.4% |
| 6M | -3.1% | -8.6% | +5.5% | -2.5% |
| YTD | +13.4% | +32.2% | -18.8% | +8.7% |
| 1Y | +24.5% | +40.7% | -16.2% | +18.3% |
| 3Y | +135.7% | -4.5% | +140.2% | +132.3% |
| 5Y | +166.8% | +66.4% | +100.5% | +139.0% |
| 10Y | +543.4% | -15.1% | +558.5% | +500.4% |
| All | +10,575.1% | +825.9% | +9,749.3% | +4,874.9% |
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