+179.0%
SHEL vs SW
-2.3%
+181.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +2.2% | -5.1% | +7.3% | +2.6% |
| 30D | +6.8% | -4.6% | +11.4% | +7.1% |
| 3M | +8.1% | +9.4% | -1.3% | +7.1% |
| 6M | +14.4% | +3.5% | +10.9% | +13.6% |
| YTD | +30.0% | +22.0% | +7.9% | +27.1% |
| 1Y | +33.3% | +2.2% | +31.1% | +32.1% |
| 3Y | +66.4% | +19.6% | +46.9% | +61.6% |
| All | +179.0% | -2.3% | +181.3% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling