+220.3%
SHEL vs SW
+177.1%
+43.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +0.8% | -2.9% | +3.7% | +1.0% |
| 30D | -3.6% | +5.0% | -8.6% | -4.0% |
| 3M | +12.0% | -13.7% | +25.7% | +13.3% |
| 6M | +19.7% | +8.0% | +11.7% | +18.2% |
| YTD | +39.6% | +14.0% | +25.7% | +36.6% |
| 1Y | +36.4% | +25.6% | +10.8% | +32.1% |
| 3Y | +70.2% | +40.1% | +30.1% | +61.5% |
| 5Y | +169.2% | -2.6% | +171.8% | +158.0% |
| All | +220.3% | +177.1% | +43.3% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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