+192.5%
SHEL vs IWF
+71.2%
+121.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +3.9% | -1.7% | +5.6% | +4.4% |
| 30D | +7.0% | -1.8% | +8.8% | +7.5% |
| 3M | +12.5% | +1.5% | +11.0% | +11.7% |
| 6M | +14.8% | +7.7% | +7.1% | +11.6% |
| YTD | +34.2% | +2.7% | +31.5% | +32.4% |
| 1Y | +37.0% | +6.8% | +30.2% | +33.3% |
| 3Y | +70.9% | +76.9% | -6.0% | +38.6% |
| 5Y | +192.5% | +73.4% | +119.1% | +133.5% |
| All | +192.5% | +71.2% | +121.4% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling