+210.0%
SHEL vs WAB
+296.8%
-86.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +8.4% | -4.1% | +12.4% | +10.2% |
| 3M | +13.7% | +8.2% | +5.5% | +9.1% |
| 6M | +12.7% | +15.4% | -2.7% | +4.1% |
| YTD | +35.3% | +33.1% | +2.2% | +16.9% |
| 1Y | +39.4% | +48.1% | -8.7% | +14.3% |
| 3Y | +71.5% | +167.7% | -96.3% | +3.4% |
| 5Y | +195.0% | +225.7% | -30.7% | +57.6% |
| All | +210.0% | +296.8% | -86.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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