+179.0%
SHEL vs SWKS
-53.5%
+232.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | +0.2% |
| 7D | +2.2% | +12.5% | -10.3% | +0.6% |
| 30D | +6.8% | +10.5% | -3.7% | +5.3% |
| 3M | +8.1% | -7.4% | +15.5% | +9.0% |
| 6M | +14.4% | +32.7% | -18.3% | +8.3% |
| YTD | +30.0% | +19.2% | +10.8% | +24.9% |
| 1Y | +33.3% | +2.4% | +30.9% | +30.9% |
| 3Y | +66.4% | -25.6% | +92.1% | +65.3% |
| All | +179.0% | -53.5% | +232.5% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling