+192.5%
SHEL vs AWK
-17.3%
+209.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.9% | -0.7% | +4.7% | +4.0% |
| 30D | +7.0% | +2.8% | +4.2% | +6.8% |
| 3M | +12.5% | +11.3% | +1.2% | +11.9% |
| 6M | +14.8% | +6.7% | +8.0% | +14.3% |
| YTD | +34.2% | +9.4% | +24.8% | +33.5% |
| 1Y | +37.0% | +3.7% | +33.3% | +36.7% |
| 3Y | +70.9% | +9.2% | +61.7% | +69.2% |
| 5Y | +192.5% | -15.7% | +208.2% | +166.5% |
| All | +192.5% | -17.3% | +209.8% | +166.5% |
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