+210.0%
SHEL vs IWF
+422.7%
-212.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.4% |
| 7D | +4.1% | -0.9% | +5.0% | +4.6% |
| 30D | +8.4% | -1.7% | +10.1% | +9.2% |
| 3M | +13.7% | +0.7% | +13.0% | +12.7% |
| 6M | +12.7% | +8.6% | +4.1% | +6.7% |
| YTD | +35.3% | +3.5% | +31.8% | +31.3% |
| 1Y | +39.4% | +7.0% | +32.3% | +32.5% |
| 3Y | +71.5% | +76.3% | -4.9% | +18.4% |
| 5Y | +195.0% | +74.8% | +120.3% | +99.9% |
| All | +210.0% | +422.7% | -212.7% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling