+220.3%
SHEL vs SWK
+18.1%
+202.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | -3.6% | +25.5% | -29.0% | -10.6% |
| 3M | +12.0% | +11.8% | +0.3% | +7.4% |
| 6M | +19.7% | +48.7% | -29.0% | +3.6% |
| YTD | +39.6% | +57.2% | -17.5% | +16.7% |
| 1Y | +36.4% | +75.3% | -38.8% | +9.4% |
| 3Y | +70.2% | +51.9% | +18.3% | +35.2% |
| 5Y | +169.2% | -30.7% | +200.0% | +192.3% |
| All | +220.3% | +18.1% | +202.2% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling