+207.3%
SHEL vs CDW
+262.5%
-55.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +3.0% | -4.2% | +7.3% | +4.3% |
| 30D | +7.2% | +4.9% | +2.4% | +5.0% |
| 3M | +12.9% | +7.3% | +5.6% | +8.8% |
| 6M | +13.7% | +19.2% | -5.5% | +3.5% |
| YTD | +33.7% | +6.2% | +27.5% | +26.2% |
| 1Y | +37.9% | -14.0% | +51.9% | +40.4% |
| 3Y | +70.2% | -30.0% | +100.2% | +81.2% |
| 5Y | +192.3% | -23.6% | +215.9% | +190.1% |
| 10Y | +207.3% | +269.4% | -62.1% | +101.0% |
| All | +207.3% | +262.5% | -55.2% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling