+181.1%
SHEL vs CDW
+903.1%
-722.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +2.2% | +3.2% | -0.9% | +1.2% |
| 30D | +6.8% | +9.3% | -2.4% | +3.4% |
| 3M | +8.1% | +9.8% | -1.7% | +3.7% |
| 6M | +14.4% | +23.3% | -8.9% | +3.5% |
| YTD | +30.0% | +13.7% | +16.3% | +20.3% |
| 1Y | +33.3% | -6.5% | +39.8% | +31.9% |
| 3Y | +66.4% | -25.2% | +91.7% | +73.2% |
| 5Y | +178.6% | -19.5% | +198.1% | +173.5% |
| 10Y | +198.4% | +285.8% | -87.4% | +70.7% |
| All | +181.1% | +903.1% | -722.0% | +42.0% |
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 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