+220.3%
SHEL vs WAT
+222.4%
-2.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -3.6% | +5.4% | -9.0% | -4.8% |
| 3M | +12.0% | +11.3% | +0.7% | +9.1% |
| 6M | +19.7% | +37.4% | -17.7% | +10.6% |
| YTD | +39.6% | +21.2% | +18.5% | +31.6% |
| 1Y | +36.4% | +21.3% | +15.1% | +28.4% |
| 3Y | +70.2% | +83.4% | -13.2% | +36.6% |
| 5Y | +169.2% | +29.0% | +140.3% | +135.6% |
| All | +220.3% | +222.4% | -2.1% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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