+220.3%
SHEL vs BWA
+94.2%
+126.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +4.3% | -3.5% | -0.7% |
| 30D | -3.6% | -13.0% | +9.4% | +0.9% |
| 3M | +12.0% | -24.8% | +36.9% | +22.7% |
| 6M | +19.7% | -23.5% | +43.2% | +28.9% |
| YTD | +39.6% | +13.8% | +25.8% | +26.4% |
| 1Y | +36.4% | +13.4% | +23.0% | +23.4% |
| 3Y | +70.2% | +62.8% | +7.4% | +28.2% |
| 5Y | +169.2% | +28.5% | +140.8% | +114.7% |
| All | +220.3% | +94.2% | +126.1% | +93.2% |
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