+275.5%
SHEL vs ACWI
+330.0%
-54.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -8.8% | -2.4% | -6.5% | -6.8% |
| 30D | +2.3% | -5.2% | +7.5% | +7.5% |
| 3M | +11.6% | -4.8% | +16.4% | +16.5% |
| 6M | +15.7% | -1.3% | +17.0% | +15.6% |
| YTD | +38.6% | +8.4% | +30.2% | +24.8% |
| 1Y | +38.5% | +11.0% | +27.4% | +21.6% |
| 3Y | +66.9% | +70.6% | -3.7% | -7.9% |
| 5Y | +160.6% | +55.3% | +105.3% | +55.7% |
| 10Y | +214.1% | +223.2% | -9.1% | -11.3% |
| All | +275.5% | +330.0% | -54.5% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling