+71.7%
SHEL vs ARWR
+79.9%
-8.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.3% | +15.1% | +0.2% |
| 7D | -5.8% | -17.3% | +11.6% | -5.3% |
| 30D | -1.3% | -21.5% | +20.2% | -0.7% |
| 3M | +12.7% | -43.8% | +56.5% | +14.5% |
| 6M | +19.9% | -32.3% | +52.1% | +20.7% |
| YTD | +38.3% | -25.8% | +64.1% | +38.4% |
| 1Y | +35.7% | +25.5% | +10.2% | +32.0% |
| 3Y | +71.7% | +84.1% | -12.4% | +55.9% |
| All | +71.7% | +79.9% | -8.2% | +55.9% |
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 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