+1,531.3%
SHEL vs ARWR
-98.3%
+1,629.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -3.9% | -19.9% | +16.0% | -3.8% |
| 30D | -3.7% | -18.7% | +15.1% | -3.6% |
| 3M | +9.1% | -44.7% | +53.8% | +9.3% |
| 6M | +16.7% | -36.5% | +53.2% | +16.9% |
| YTD | +36.8% | -25.7% | +62.5% | +36.9% |
| 1Y | +31.8% | +18.9% | +12.9% | +31.6% |
| 3Y | +67.9% | +83.1% | -15.2% | +66.9% |
| 5Y | +163.3% | -34.9% | +198.2% | +162.6% |
| 10Y | +210.7% | +1,080.9% | -870.2% | +205.7% |
| All | +1,531.3% | -98.3% | +1,629.6% | +1,328.2% |
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