+220.3%
SHEL vs IWD
+203.0%
+17.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +0.8% | +2.3% | -1.5% | -1.5% |
| 30D | -3.6% | +3.6% | -7.2% | -7.2% |
| 3M | +12.0% | +2.2% | +9.9% | +9.2% |
| 6M | +19.7% | +13.0% | +6.7% | +4.8% |
| YTD | +39.6% | +26.5% | +13.1% | +8.0% |
| 1Y | +36.4% | +30.1% | +6.3% | +2.3% |
| 3Y | +70.2% | +84.9% | -14.7% | -14.1% |
| 5Y | +169.2% | +73.4% | +95.9% | +44.4% |
| All | +220.3% | +203.0% | +17.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling