+188.8%
SHEL vs ITW
+36.9%
+151.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | +8.4% | -8.3% | +16.7% | +11.3% |
| 3M | +13.7% | +6.0% | +7.7% | +10.9% |
| 6M | +12.7% | 0.0% | +12.7% | +11.8% |
| YTD | +35.3% | +10.2% | +25.1% | +29.0% |
| 1Y | +39.4% | +3.2% | +36.1% | +36.1% |
| 3Y | +71.5% | +21.0% | +50.5% | +55.1% |
| All | +188.8% | +36.9% | +151.9% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling