+182.2%
SHEL vs GWRE
+741.3%
-559.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +4.1% | -13.2% | +17.3% | +6.0% |
| 30D | +8.4% | -18.6% | +27.0% | +10.6% |
| 3M | +13.7% | +18.9% | -5.2% | +9.4% |
| 6M | +12.7% | -11.0% | +23.7% | +12.1% |
| YTD | +35.3% | -29.9% | +65.2% | +38.9% |
| 1Y | +39.4% | -44.3% | +83.7% | +48.0% |
| 3Y | +71.5% | +51.7% | +19.8% | +50.6% |
| 5Y | +195.0% | +15.4% | +179.6% | +167.1% |
| 10Y | +211.1% | +129.4% | +81.6% | +143.4% |
| All | +182.2% | +741.3% | -559.1% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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