+66.9%
SHEL vs SWK
+46.0%
+20.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -8.8% | +11.0% | -19.9% | -9.7% |
| 30D | +2.3% | +30.1% | -27.7% | -0.2% |
| 3M | +11.6% | +14.7% | -3.1% | +10.1% |
| 6M | +15.7% | +44.5% | -28.8% | +11.0% |
| YTD | +38.6% | +59.4% | -20.8% | +30.2% |
| 1Y | +38.5% | +77.5% | -39.1% | +27.6% |
| 3Y | +66.9% | +49.5% | +17.4% | +51.8% |
| All | +66.9% | +46.0% | +20.9% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling