+71.5%
SHEL vs VWO
+62.9%
+8.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.8% |
| 30D | +8.4% | -0.1% | +8.5% | +8.4% |
| 3M | +13.7% | +2.2% | +11.5% | +12.3% |
| 6M | +12.7% | +8.8% | +4.0% | +7.4% |
| YTD | +35.3% | +12.4% | +22.9% | +26.4% |
| 1Y | +39.4% | +15.6% | +23.8% | +27.9% |
| 3Y | +71.5% | +62.5% | +8.9% | +30.1% |
| All | +71.5% | +62.9% | +8.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling