+69.4%
SHEL vs WAT
+53.4%
+16.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +7.2% | -1.7% | +8.9% | +7.3% |
| 3M | +12.9% | +9.1% | +3.8% | +12.1% |
| 6M | +13.7% | +32.4% | -18.7% | +11.0% |
| YTD | +33.7% | +6.6% | +27.1% | +32.8% |
| 1Y | +37.9% | +34.7% | +3.2% | +32.9% |
| All | +69.4% | +53.4% | +16.0% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling