+207.3%
SHEL vs ACWI
+226.5%
-19.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +7.2% | -0.6% | +7.8% | +7.7% |
| 3M | +12.9% | +4.3% | +8.6% | +7.8% |
| 6M | +13.7% | +12.7% | +1.0% | -0.2% |
| YTD | +33.7% | +13.9% | +19.7% | +15.9% |
| 1Y | +37.9% | +20.5% | +17.3% | +12.8% |
| 3Y | +70.2% | +76.5% | -6.3% | -8.0% |
| 5Y | +192.3% | +67.5% | +124.8% | +65.0% |
| 10Y | +207.3% | +231.8% | -24.5% | -19.3% |
| All | +207.3% | +226.5% | -19.2% | -19.3% |
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