+36.4%
SHEL vs ARWR
+17.3%
+19.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | +0.8% | -17.8% | +18.6% | +0.2% |
| 30D | -3.6% | -18.1% | +14.6% | -4.1% |
| 3M | +12.0% | -44.2% | +56.2% | +10.4% |
| 6M | +19.7% | -38.6% | +58.3% | +18.3% |
| YTD | +39.6% | -28.0% | +67.7% | +38.5% |
| 1Y | +36.4% | +16.1% | +20.3% | +30.9% |
| All | +36.4% | +17.3% | +19.1% | +30.9% |
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