+2,533.2%
SHEL vs ITW
+9,371.1%
-6,837.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | +7.2% | -10.4% | +17.6% | +12.2% |
| 3M | +12.9% | +3.5% | +9.4% | +10.6% |
| 6M | +13.7% | -3.4% | +17.1% | +14.2% |
| YTD | +33.7% | +8.5% | +25.2% | +27.4% |
| 1Y | +37.9% | +3.2% | +34.6% | +33.9% |
| 3Y | +70.2% | +18.9% | +51.3% | +54.1% |
| 5Y | +192.3% | +35.0% | +157.3% | +146.5% |
| 10Y | +207.3% | +188.6% | +18.7% | +88.8% |
| All | +2,533.2% | +9,371.1% | -6,837.8% | +723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling