+204.1%
SHEL vs ACWI
+226.8%
-22.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -2.6% |
| 7D | -5.8% | +0.3% | -6.1% | -6.2% |
| 30D | -1.3% | -2.8% | +1.5% | +1.0% |
| 3M | +12.7% | -3.2% | +15.9% | +15.4% |
| 6M | +19.9% | +1.3% | +18.6% | +16.9% |
| YTD | +38.3% | +11.2% | +27.0% | +22.0% |
| 1Y | +35.7% | +13.8% | +21.9% | +16.9% |
| 3Y | +71.7% | +76.2% | -4.5% | -7.7% |
| 5Y | +158.4% | +59.5% | +99.0% | +53.3% |
| 10Y | +204.1% | +222.2% | -18.1% | -21.2% |
| All | +204.1% | +226.8% | -22.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling