+220.3%
SHEL vs ACWI
+224.5%
-4.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | +0.8% | +2.4% | -1.7% | -1.5% |
| 30D | -3.6% | -1.7% | -1.9% | -2.4% |
| 3M | +12.0% | -3.9% | +16.0% | +15.6% |
| 6M | +19.7% | +0.8% | +18.9% | +17.2% |
| YTD | +39.6% | +11.0% | +28.6% | +23.4% |
| 1Y | +36.4% | +13.1% | +23.4% | +18.3% |
| 3Y | +70.2% | +73.9% | -3.7% | -7.2% |
| 5Y | +169.2% | +59.0% | +110.2% | +60.2% |
| All | +220.3% | +224.5% | -4.1% | -14.5% |
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