+160.6%
SHEL vs SW
+2.5%
+158.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -6.7% | +2.2% | -8.8% | -6.8% |
| 30D | -2.9% | +7.4% | -10.3% | -3.4% |
| 3M | +9.1% | -5.9% | +15.0% | +9.4% |
| 6M | +17.9% | +9.0% | +8.9% | +16.6% |
| YTD | +36.0% | +18.1% | +17.9% | +33.1% |
| 1Y | +31.8% | +28.7% | +3.1% | +27.9% |
| 3Y | +66.9% | +48.8% | +18.1% | +59.8% |
| 5Y | +160.6% | +2.5% | +158.1% | +149.0% |
| All | +160.6% | +2.5% | +158.1% | +149.0% |
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