+33.3%
SHEL vs CDW
-5.0%
+38.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +2.2% | +3.2% | -0.9% | +2.0% |
| 30D | +6.8% | +9.3% | -2.4% | +6.2% |
| 3M | +8.1% | +9.8% | -1.7% | +7.4% |
| 6M | +14.4% | +23.3% | -8.9% | +13.3% |
| YTD | +30.0% | +13.7% | +16.3% | +29.1% |
| 1Y | +33.3% | -6.5% | +39.8% | +35.4% |
| All | +33.3% | -5.0% | +38.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling