+207.3%
SHEL vs ARWR
+978.7%
-771.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | +3.0% | -3.2% | +6.2% | +3.2% |
| 30D | +7.2% | -6.5% | +13.7% | +7.6% |
| 3M | +12.9% | +12.7% | +0.2% | +11.7% |
| 6M | +13.7% | +36.2% | -22.5% | +10.7% |
| YTD | +33.7% | +24.5% | +9.2% | +30.7% |
| 1Y | +37.9% | +198.0% | -160.1% | +26.0% |
| 3Y | +70.2% | +176.4% | -106.1% | +51.0% |
| 5Y | +192.3% | +26.6% | +165.8% | +167.1% |
| 10Y | +207.3% | +1,054.1% | -846.7% | +163.6% |
| All | +207.3% | +978.7% | -771.4% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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