+69.7%
SHEL vs ARWR
+181.4%
-111.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.6% |
| 7D | +1.9% | +2.9% | -0.9% | +1.8% |
| 30D | +8.7% | -2.9% | +11.5% | +8.7% |
| 3M | +11.0% | +15.2% | -4.3% | +10.3% |
| 6M | +14.6% | +42.3% | -27.7% | +12.7% |
| YTD | +33.3% | +28.2% | +5.1% | +31.6% |
| 1Y | +37.9% | +213.2% | -175.4% | +29.9% |
| 3Y | +69.7% | +184.6% | -114.9% | +57.7% |
| All | +69.7% | +181.4% | -111.6% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling