+165.7%
SHEL vs BBWI
-68.3%
+234.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +0.9% |
| 7D | -1.6% | -4.5% | +3.0% | -1.3% |
| 30D | -4.3% | +17.1% | -21.4% | -5.3% |
| 3M | +10.4% | +17.5% | -7.1% | +9.0% |
| 6M | +17.5% | +12.8% | +4.7% | +15.9% |
| YTD | +37.8% | +8.2% | +29.7% | +35.4% |
| 1Y | +33.8% | -1.8% | +35.6% | +32.1% |
| 3Y | +69.1% | -25.8% | +94.9% | +67.9% |
| 5Y | +165.7% | -68.0% | +233.7% | +197.7% |
| All | +165.7% | -68.3% | +234.0% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling