+427.0%
SHEL vs EWT
+590.1%
-163.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +1.9% | +1.6% | +0.3% | +1.2% |
| 30D | +8.7% | +8.2% | +0.5% | +4.9% |
| 3M | +11.0% | +11.1% | -0.1% | +4.6% |
| 6M | +14.6% | +60.4% | -45.9% | -9.3% |
| YTD | +33.3% | +75.6% | -42.3% | +1.1% |
| 1Y | +37.9% | +91.3% | -53.4% | +0.4% |
| 3Y | +69.7% | +200.3% | -130.5% | -1.0% |
| 5Y | +190.1% | +156.4% | +33.8% | +80.5% |
| 10Y | +197.0% | +495.8% | -298.8% | +29.8% |
| All | +427.0% | +590.1% | -163.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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