+210.0%
SHEL vs EW
+120.5%
+89.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.4% |
| 7D | +4.1% | -6.2% | +10.3% | +5.3% |
| 30D | +8.4% | -9.3% | +17.7% | +10.4% |
| 3M | +13.7% | -1.6% | +15.3% | +13.8% |
| 6M | +12.7% | -0.8% | +13.6% | +12.4% |
| YTD | +35.3% | -1.0% | +36.3% | +34.8% |
| 1Y | +39.4% | +8.2% | +31.2% | +36.0% |
| 3Y | +71.5% | +12.7% | +58.8% | +59.6% |
| 5Y | +195.0% | -30.2% | +225.2% | +204.5% |
| All | +210.0% | +120.5% | +89.5% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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