+217.2%
SHEL vs SW
+743.1%
-525.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.4% |
| 7D | -3.2% | +12.1% | -15.2% | -3.7% |
| 30D | +5.5% | +6.6% | -1.0% | +5.2% |
| 3M | +14.4% | -6.0% | +20.4% | +14.6% |
| 6M | +16.2% | +21.5% | -5.3% | +14.6% |
| YTD | +42.4% | +20.3% | +22.1% | +40.3% |
| 1Y | +43.3% | +28.1% | +15.1% | +40.6% |
| 3Y | +73.3% | +51.6% | +21.7% | +68.0% |
| 5Y | +173.2% | -0.1% | +173.3% | +166.4% |
| 10Y | +222.9% | +189.7% | +33.1% | +200.7% |
| All | +217.2% | +743.1% | -525.8% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling