+192.5%
SHEL vs SHW
+11.7%
+180.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.9% | -4.5% | +8.4% | +4.1% |
| 30D | +7.0% | -12.7% | +19.7% | +7.5% |
| 3M | +12.5% | +4.7% | +7.8% | +11.8% |
| 6M | +14.8% | -3.4% | +18.2% | +14.7% |
| YTD | +34.2% | -1.3% | +35.5% | +33.8% |
| 1Y | +37.0% | -10.4% | +47.4% | +37.7% |
| 3Y | +70.9% | +20.1% | +50.8% | +67.4% |
| 5Y | +192.5% | +10.5% | +182.1% | +186.9% |
| All | +192.5% | +11.7% | +180.8% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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