+66.9%
SHEL vs SW
+39.0%
+27.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -8.8% | +2.3% | -11.2% | -9.0% |
| 30D | +2.3% | +6.8% | -4.5% | +1.8% |
| 3M | +11.6% | -5.2% | +16.8% | +11.8% |
| 6M | +15.7% | +7.4% | +8.2% | +14.3% |
| YTD | +38.6% | +17.4% | +21.2% | +34.7% |
| 1Y | +38.5% | +27.1% | +11.4% | +33.1% |
| 3Y | +66.9% | +47.9% | +19.0% | +59.5% |
| All | +66.9% | +39.0% | +27.8% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling