+69.7%
SHEL vs W
+44.2%
+25.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +1.9% | +6.5% | -4.6% | +1.8% |
| 30D | +8.7% | -6.2% | +14.9% | +8.8% |
| 3M | +11.0% | +48.9% | -37.9% | +9.1% |
| 6M | +14.6% | +31.2% | -16.6% | +13.0% |
| YTD | +33.3% | -0.4% | +33.7% | +33.2% |
| 1Y | +37.9% | +14.8% | +23.0% | +36.0% |
| 3Y | +69.7% | +40.5% | +29.2% | +56.0% |
| All | +69.7% | +44.2% | +25.6% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling