+39.4%
SHEL vs WAT
+38.4%
+1.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +1.0% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +8.4% | -1.9% | +10.3% | +8.3% |
| 3M | +13.7% | +13.5% | +0.2% | +14.6% |
| 6M | +12.7% | +37.2% | -24.5% | +14.7% |
| YTD | +35.3% | +7.5% | +27.8% | +35.4% |
| 1Y | +39.4% | +35.0% | +4.4% | +38.3% |
| All | +39.4% | +38.4% | +1.0% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling