+162.6%
SHEL vs AWK
-2.4%
+165.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.3% |
| 7D | +0.8% | +0.1% | +0.6% | +0.8% |
| 30D | -3.6% | +14.3% | -17.8% | -4.4% |
| 3M | +12.0% | +10.3% | +1.8% | +11.3% |
| 6M | +19.7% | +18.9% | +0.8% | +18.3% |
| YTD | +39.6% | +17.7% | +21.9% | +38.1% |
| 1Y | +36.4% | +16.9% | +19.6% | +35.0% |
| 3Y | +70.2% | +32.2% | +38.0% | +65.4% |
| All | +162.6% | -2.4% | +165.1% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 5y: compounded portfolio wealth divided by compounded AWK 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…
5y analysis · Full analysis span regression · 6 months rolling