+138.9%
SHEL vs W
+212.6%
-73.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.4% |
| 7D | -6.7% | +1.1% | -7.7% | -6.8% |
| 30D | -2.9% | +6.4% | -9.3% | -3.4% |
| 3M | +9.1% | +9.0% | +0.1% | +8.2% |
| 6M | +17.9% | +69.8% | -51.9% | +12.4% |
| YTD | +36.0% | +12.1% | +23.9% | +32.8% |
| 1Y | +31.8% | 0.0% | +31.8% | +29.6% |
| 3Y | +66.9% | +160.3% | -93.5% | +46.9% |
| 5Y | +160.6% | -53.3% | +213.9% | +148.9% |
| 10Y | +197.5% | +217.0% | -19.4% | +96.6% |
| All | +138.9% | +212.6% | -73.7% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling