+103.1%
SHEL vs TW
+211.4%
-108.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.6% | +3.2% |
| 7D | +1.9% | -3.5% | +5.4% | +2.7% |
| 30D | +8.7% | +0.5% | +8.1% | +8.4% |
| 3M | +11.0% | +4.9% | +6.0% | +9.1% |
| 6M | +14.6% | -17.1% | +31.7% | +18.9% |
| YTD | +33.3% | -3.9% | +37.1% | +33.0% |
| 1Y | +37.9% | -13.3% | +51.1% | +41.0% |
| 3Y | +69.7% | +20.9% | +48.8% | +55.3% |
| 5Y | +190.1% | +20.5% | +169.6% | +159.0% |
| All | +103.1% | +211.4% | -108.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling