+188.8%
SHEL vs GWW
+222.0%
-33.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +4.1% | -3.4% | +7.5% | +4.8% |
| 30D | +8.4% | -1.9% | +10.3% | +8.7% |
| 3M | +13.7% | -2.4% | +16.1% | +14.0% |
| 6M | +12.7% | +15.7% | -3.0% | +8.6% |
| YTD | +35.3% | +27.6% | +7.7% | +27.4% |
| 1Y | +39.4% | +27.2% | +12.2% | +31.2% |
| 3Y | +71.5% | +89.7% | -18.2% | +44.0% |
| All | +188.8% | +222.0% | -33.2% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling