+69.4%
SHEL vs BWA
+67.1%
+2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +7.2% | -5.6% | +12.8% | +7.9% |
| 3M | +12.9% | -10.7% | +23.6% | +14.4% |
| 6M | +13.7% | +23.2% | -9.5% | +9.5% |
| YTD | +33.7% | +46.0% | -12.3% | +23.9% |
| 1Y | +37.9% | +51.2% | -13.3% | +26.7% |
| All | +69.4% | +67.1% | +2.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling