+33.8%
SHEL vs IWD
+28.5%
+5.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.6% | +1.7% | -3.2% | -1.6% |
| 30D | -4.3% | +3.2% | -7.5% | -4.4% |
| 3M | +10.4% | +2.3% | +8.1% | +10.2% |
| 6M | +17.5% | +12.9% | +4.6% | +15.7% |
| YTD | +37.8% | +26.2% | +11.6% | +32.2% |
| 1Y | +33.8% | +28.3% | +5.5% | +27.7% |
| All | +33.8% | +28.5% | +5.3% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling