+69.7%
SHEL vs IWD
+71.7%
-1.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +3.0% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +8.7% | -0.8% | +9.4% | +9.1% |
| 3M | +11.0% | +8.0% | +2.9% | +5.5% |
| 6M | +14.6% | +18.2% | -3.6% | +2.4% |
| YTD | +33.3% | +22.3% | +10.9% | +16.3% |
| 1Y | +37.9% | +28.9% | +9.0% | +15.7% |
| 3Y | +69.7% | +71.5% | -1.8% | +19.9% |
| All | +69.7% | +71.7% | -1.9% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling