+210.0%
SHEL vs NWSA
+149.4%
+60.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.1% | -2.8% | +6.9% | +5.1% |
| 30D | +8.4% | +3.0% | +5.3% | +7.2% |
| 3M | +13.7% | +12.3% | +1.4% | +8.7% |
| 6M | +12.7% | +21.9% | -9.2% | +4.3% |
| YTD | +35.3% | +13.6% | +21.7% | +27.8% |
| 1Y | +39.4% | +0.5% | +38.9% | +37.1% |
| 3Y | +71.5% | +43.8% | +27.7% | +44.7% |
| 5Y | +195.0% | +41.2% | +153.8% | +141.8% |
| All | +210.0% | +149.4% | +60.6% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling