+43.3%
SHEL vs NWSA
+18.2%
+25.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -6.0% | -2.1% |
| 7D | -3.2% | +4.3% | -7.4% | -3.0% |
| 30D | +5.5% | +5.6% | 0.0% | +5.8% |
| 3M | +14.4% | +7.3% | +7.1% | +14.7% |
| 6M | +16.2% | +18.8% | -2.7% | +16.6% |
| YTD | +42.4% | +17.9% | +24.5% | +41.6% |
| 1Y | +43.3% | +19.3% | +23.9% | +42.0% |
| All | +43.3% | +18.2% | +25.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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