+36.4%
SHEL vs WAT
+20.2%
+16.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.9% |
| 30D | -3.6% | +5.4% | -9.0% | -3.0% |
| 3M | +12.0% | +11.3% | +0.7% | +13.3% |
| 6M | +19.7% | +37.4% | -17.7% | +23.2% |
| YTD | +39.6% | +21.2% | +18.5% | +39.8% |
| 1Y | +36.4% | +21.3% | +15.1% | +36.7% |
| All | +36.4% | +20.2% | +16.3% | +36.7% |
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