+37.9%
SHEL vs ARWR
+201.3%
-163.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.0% |
| 30D | +7.2% | -6.5% | +13.7% | +7.1% |
| 3M | +12.9% | +12.7% | +0.2% | +13.1% |
| 6M | +13.7% | +36.2% | -22.5% | +13.7% |
| YTD | +33.7% | +24.5% | +9.2% | +34.0% |
| 1Y | +37.9% | +198.0% | -160.1% | +31.1% |
| All | +37.9% | +201.3% | -163.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling