+36.4%
SHEL vs W
+0.7%
+35.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -3.6% | +6.8% | -10.4% | -2.9% |
| 3M | +12.0% | +10.7% | +1.4% | +13.4% |
| 6M | +19.7% | +86.3% | -66.6% | +26.5% |
| YTD | +39.6% | +11.5% | +28.2% | +45.9% |
| 1Y | +36.4% | +5.1% | +31.3% | +42.2% |
| All | +36.4% | +0.7% | +35.7% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling