+220.3%
SHEL vs ARWR
+1,024.2%
-803.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.8% | -17.8% | +18.6% | +2.0% |
| 30D | -3.6% | -18.1% | +14.6% | -2.5% |
| 3M | +12.0% | -44.2% | +56.2% | +16.0% |
| 6M | +19.7% | -38.6% | +58.3% | +22.8% |
| YTD | +39.6% | -28.0% | +67.7% | +41.0% |
| 1Y | +36.4% | +16.1% | +20.3% | +32.6% |
| 3Y | +70.2% | +84.0% | -13.8% | +54.3% |
| 5Y | +169.2% | -35.4% | +204.6% | +157.1% |
| All | +220.3% | +1,024.2% | -803.9% | +175.3% |
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