+70.0%
SHEL vs EWJ
+69.3%
+0.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +3.9% | -1.5% | +5.4% | +4.4% |
| 30D | +7.0% | +0.2% | +6.8% | +6.8% |
| 3M | +12.5% | +8.6% | +3.9% | +9.0% |
| 6M | +14.8% | +12.1% | +2.6% | +9.5% |
| YTD | +34.2% | +20.1% | +14.1% | +24.3% |
| 1Y | +37.0% | +25.2% | +11.8% | +24.5% |
| All | +70.0% | +69.3% | +0.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling