+192.5%
SHEL vs WAB
+220.1%
-27.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +7.0% | -5.9% | +12.8% | +8.8% |
| 3M | +12.5% | +9.4% | +3.1% | +8.9% |
| 6M | +14.8% | +13.8% | +0.9% | +9.0% |
| YTD | +34.2% | +31.8% | +2.4% | +20.9% |
| 1Y | +37.0% | +48.5% | -11.5% | +17.9% |
| 3Y | +70.9% | +167.0% | -96.1% | +14.6% |
| 5Y | +192.5% | +222.3% | -29.8% | +76.1% |
| All | +192.5% | +220.1% | -27.6% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling