+167.8%
SHEL vs SW
-0.1%
+168.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.5% |
| 7D | -3.2% | +12.1% | -15.2% | -3.9% |
| 30D | +5.5% | +6.6% | -1.0% | +5.1% |
| 3M | +14.4% | -6.0% | +20.4% | +14.7% |
| 6M | +16.2% | +21.5% | -5.3% | +13.9% |
| YTD | +42.4% | +20.3% | +22.1% | +39.2% |
| 1Y | +43.3% | +28.1% | +15.1% | +39.2% |
| 3Y | +73.3% | +51.6% | +21.7% | +65.6% |
| All | +167.8% | -0.1% | +168.0% | +154.8% |
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