+70.0%
SHEL vs IWF
+75.5%
-5.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +3.9% | -1.7% | +5.6% | +4.3% |
| 30D | +7.0% | -1.8% | +8.8% | +7.3% |
| 3M | +12.5% | +1.5% | +11.0% | +11.8% |
| 6M | +14.8% | +7.7% | +7.1% | +12.0% |
| YTD | +34.2% | +2.7% | +31.5% | +32.8% |
| 1Y | +37.0% | +6.8% | +30.2% | +33.8% |
| All | +70.0% | +75.5% | -5.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling