+206.3%
SHEL vs W
+162.6%
+43.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.0% | +5.9% | -2.9% | +2.6% |
| 30D | +7.2% | -3.0% | +10.3% | +7.4% |
| 3M | +12.9% | +40.3% | -27.5% | +9.3% |
| 6M | +13.7% | +32.2% | -18.5% | +10.1% |
| YTD | +33.7% | -0.3% | +34.0% | +31.8% |
| 1Y | +37.9% | +16.2% | +21.7% | +33.6% |
| 3Y | +70.2% | +40.7% | +29.5% | +56.2% |
| 5Y | +192.3% | -62.3% | +254.7% | +187.2% |
| All | +206.3% | +162.6% | +43.6% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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