+71.5%
SHEL vs ITW
+20.2%
+51.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | +8.4% | -8.3% | +16.7% | +10.6% |
| 3M | +13.7% | +6.0% | +7.7% | +11.2% |
| 6M | +12.7% | 0.0% | +12.7% | +12.0% |
| YTD | +35.3% | +10.2% | +25.1% | +29.3% |
| 1Y | +39.4% | +3.2% | +36.1% | +36.5% |
| 3Y | +71.5% | +21.0% | +50.5% | +51.3% |
| All | +71.5% | +20.2% | +51.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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