+43.3%
SHEL vs IWF
-1.6%
+44.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -3.2% | -4.2% | +1.0% | -4.0% |
| 30D | +5.5% | -8.1% | +13.7% | +3.9% |
| 3M | +14.4% | -5.1% | +19.4% | +13.3% |
| 6M | +16.2% | -1.4% | +17.6% | +15.4% |
| YTD | +42.4% | -0.1% | +42.5% | +42.1% |
| 1Y | +43.3% | -1.3% | +44.5% | +43.4% |
| All | +43.3% | -1.6% | +44.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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