+2,650.9%
SHEL vs BBWI
+1,144.0%
+1,506.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | +0.8% | +0.1% | +0.6% | +0.8% |
| 30D | -3.6% | +12.9% | -16.5% | -5.8% |
| 3M | +12.0% | +16.0% | -4.0% | +8.4% |
| 6M | +19.7% | +16.6% | +3.1% | +14.5% |
| YTD | +39.6% | +9.7% | +29.9% | +33.2% |
| 1Y | +36.4% | +1.5% | +34.9% | +30.6% |
| 3Y | +70.2% | -21.4% | +91.6% | +63.7% |
| 5Y | +169.2% | -67.6% | +236.8% | +192.8% |
| 10Y | +217.1% | -46.8% | +263.9% | +170.3% |
| All | +2,650.9% | +1,144.0% | +1,506.9% | +1,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling