+192.5%
SHEL vs NWSA
+39.0%
+153.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.9% | -4.8% | +8.7% | +4.9% |
| 30D | +7.0% | +3.0% | +4.0% | +6.3% |
| 3M | +12.5% | +9.3% | +3.2% | +10.2% |
| 6M | +14.8% | +23.2% | -8.4% | +9.4% |
| YTD | +34.2% | +13.3% | +20.8% | +29.9% |
| 1Y | +37.0% | +2.9% | +34.1% | +35.3% |
| 3Y | +70.9% | +43.3% | +27.6% | +54.3% |
| 5Y | +192.5% | +40.9% | +151.7% | +157.4% |
| All | +192.5% | +39.0% | +153.5% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling