+963.0%
SHEL vs EWJ
+153.3%
+809.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +3.0% | +1.0% | +2.0% | +2.4% |
| 30D | +7.2% | +1.0% | +6.2% | +6.5% |
| 3M | +12.9% | +7.2% | +5.7% | +7.8% |
| 6M | +13.7% | +13.9% | -0.2% | +4.2% |
| YTD | +33.7% | +20.8% | +12.9% | +18.3% |
| 1Y | +37.9% | +26.4% | +11.5% | +18.7% |
| 3Y | +70.2% | +71.8% | -1.5% | +21.3% |
| 5Y | +192.3% | +49.9% | +142.5% | +123.8% |
| 10Y | +207.3% | +140.0% | +67.3% | +87.4% |
| All | +963.0% | +153.3% | +809.7% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling