+207.4%
SHEL vs BBWI
-57.7%
+265.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +3.9% | -8.0% | +11.9% | +5.1% |
| 30D | +7.0% | -6.6% | +13.6% | +7.7% |
| 3M | +12.5% | -2.7% | +15.2% | +12.0% |
| 6M | +14.8% | -12.8% | +27.5% | +15.2% |
| YTD | +34.2% | -10.5% | +44.6% | +33.2% |
| 1Y | +37.0% | -35.3% | +72.3% | +42.1% |
| 3Y | +70.9% | -47.7% | +118.6% | +76.7% |
| 5Y | +192.5% | -68.9% | +261.4% | +220.5% |
| All | +207.4% | -57.7% | +265.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling