+142.1%
SHEL vs W
+209.7%
-67.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | -4.3% | +3.2% | -7.5% | -4.6% |
| 3M | +10.4% | +8.3% | +2.1% | +9.5% |
| 6M | +17.5% | +84.3% | -66.7% | +11.4% |
| YTD | +37.8% | +11.0% | +26.8% | +34.6% |
| 1Y | +33.8% | -0.2% | +34.0% | +31.6% |
| 3Y | +69.1% | +157.9% | -88.8% | +48.9% |
| 5Y | +165.7% | -56.8% | +222.5% | +155.9% |
| 10Y | +212.9% | +212.2% | +0.7% | +107.0% |
| All | +142.1% | +209.7% | -67.6% | +60.4% |
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