+210.7%
SHEL vs SWKS
+43.2%
+167.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.7% |
| 7D | -3.9% | +5.7% | -9.6% | -5.2% |
| 30D | -3.7% | +17.3% | -21.0% | -7.2% |
| 3M | +9.1% | +28.3% | -19.2% | +2.1% |
| 6M | +16.7% | +26.1% | -9.4% | +8.1% |
| YTD | +36.8% | +41.1% | -4.3% | +22.0% |
| 1Y | +31.8% | +31.4% | +0.4% | +19.6% |
| 3Y | +67.9% | +7.3% | +60.6% | +51.5% |
| 5Y | +163.3% | -37.7% | +201.0% | +170.7% |
| 10Y | +210.7% | +46.0% | +164.7% | +137.1% |
| All | +210.7% | +43.2% | +167.5% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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