+189.5%
SHEL vs SW
+755.0%
-565.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +2.2% | -5.1% | +7.3% | +2.5% |
| 30D | +6.8% | -4.6% | +11.4% | +7.1% |
| 3M | +8.1% | +9.4% | -1.3% | +7.4% |
| 6M | +14.4% | +3.5% | +10.9% | +13.8% |
| YTD | +30.0% | +22.0% | +7.9% | +28.0% |
| 1Y | +33.3% | +2.2% | +31.1% | +32.4% |
| 3Y | +66.4% | +19.6% | +46.9% | +63.0% |
| 5Y | +178.6% | -2.3% | +180.9% | +171.9% |
| 10Y | +198.4% | +181.4% | +17.1% | +177.9% |
| All | +189.5% | +755.0% | -565.5% | +168.1% |
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