+106.2%
SHEL vs TW
+206.7%
-100.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.1% | -4.5% | +8.6% | +5.2% |
| 30D | +8.4% | -2.3% | +10.6% | +8.8% |
| 3M | +13.7% | +2.6% | +11.1% | +12.4% |
| 6M | +12.7% | -17.5% | +30.3% | +17.1% |
| YTD | +35.3% | -5.3% | +40.6% | +35.5% |
| 1Y | +39.4% | -14.8% | +54.1% | +43.1% |
| 3Y | +71.5% | +18.8% | +52.6% | +57.5% |
| 5Y | +195.0% | +20.7% | +174.3% | +162.4% |
| All | +106.2% | +206.7% | -100.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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