+1,449.4%
SHEL vs ARWR
-97.0%
+1,546.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +2.2% | +1.7% | +0.6% | +2.2% |
| 30D | +6.8% | -0.7% | +7.5% | +6.8% |
| 3M | +8.1% | +14.9% | -6.8% | +8.0% |
| 6M | +14.4% | +32.6% | -18.2% | +14.2% |
| YTD | +30.0% | +30.0% | -0.1% | +29.7% |
| 1Y | +33.3% | +208.4% | -175.0% | +32.5% |
| 3Y | +66.4% | +208.8% | -142.4% | +65.1% |
| 5Y | +178.6% | +27.8% | +150.8% | +176.9% |
| 10Y | +198.4% | +1,107.6% | -909.1% | +193.3% |
| All | +1,449.4% | -97.0% | +1,546.5% | +1,253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling