+196.0%
SHEL vs CDW
+1,039.4%
-843.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -3.9% | +2.6% | -6.5% | -4.8% |
| 30D | -3.7% | +20.4% | -24.1% | -9.8% |
| 3M | +9.1% | +28.5% | -19.4% | -0.8% |
| 6M | +16.7% | +70.6% | -53.9% | -4.9% |
| YTD | +36.8% | +29.1% | +7.7% | +20.4% |
| 1Y | +31.8% | +23.8% | +8.0% | +17.6% |
| 3Y | +67.9% | -14.5% | +82.4% | +65.8% |
| 5Y | +163.3% | -1.6% | +164.9% | +138.7% |
| 10Y | +210.7% | +322.0% | -111.3% | +71.0% |
| All | +196.0% | +1,039.4% | -843.4% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling