+192.5%
SHEL vs TW
+19.6%
+172.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | +3.9% | -2.7% | +6.7% | +4.2% |
| 30D | +7.0% | -1.7% | +8.7% | +7.1% |
| 3M | +12.5% | +1.6% | +10.9% | +12.1% |
| 6M | +14.8% | -17.7% | +32.5% | +16.5% |
| YTD | +34.2% | -4.3% | +38.5% | +34.4% |
| 1Y | +37.0% | -13.1% | +50.1% | +38.5% |
| 3Y | +70.9% | +20.3% | +50.6% | +67.9% |
| 5Y | +192.5% | +22.0% | +170.6% | +178.4% |
| All | +192.5% | +19.6% | +172.9% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling