+207.4%
SHEL vs BWA
+153.1%
+54.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.0% | -5.5% | +12.4% | +8.8% |
| 3M | +12.5% | -7.6% | +20.1% | +14.9% |
| 6M | +14.8% | +25.0% | -10.2% | +3.5% |
| YTD | +34.2% | +47.0% | -12.8% | +11.9% |
| 1Y | +37.0% | +54.0% | -17.0% | +11.5% |
| 3Y | +70.9% | +70.7% | +0.2% | +28.4% |
| 5Y | +192.5% | +86.7% | +105.9% | +102.5% |
| All | +207.4% | +153.1% | +54.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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