+449.3%
SHEL vs IWD
+749.4%
-300.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.2% |
| 7D | -3.9% | -0.6% | -3.4% | -3.5% |
| 30D | -3.7% | +3.6% | -7.3% | -7.1% |
| 3M | +9.1% | +2.7% | +6.4% | +6.0% |
| 6M | +16.7% | +13.2% | +3.5% | +2.8% |
| YTD | +36.8% | +26.8% | +10.1% | +7.5% |
| 1Y | +31.8% | +29.3% | +2.5% | +1.5% |
| 3Y | +67.9% | +85.1% | -17.2% | -9.9% |
| 5Y | +163.3% | +74.2% | +89.1% | +48.9% |
| 10Y | +210.7% | +204.6% | +6.1% | +6.2% |
| All | +449.3% | +749.4% | -300.1% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling