+184.1%
SHEL vs NWSA
+123.2%
+60.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.2% |
| 7D | +1.9% | -2.6% | +4.6% | +2.9% |
| 30D | +8.7% | +4.6% | +4.1% | +6.9% |
| 3M | +11.0% | +10.2% | +0.8% | +6.7% |
| 6M | +14.6% | +21.6% | -7.1% | +5.9% |
| YTD | +33.3% | +14.6% | +18.6% | +25.3% |
| 1Y | +37.9% | +0.4% | +37.5% | +35.6% |
| 3Y | +69.7% | +45.0% | +24.8% | +42.6% |
| 5Y | +190.2% | +41.3% | +148.9% | +137.5% |
| 10Y | +197.0% | +142.8% | +54.2% | +79.3% |
| All | +184.1% | +123.2% | +60.9% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling