+1,090.2%
SHEL vs WAT
+12,457.3%
-11,367.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -3.7% | +9.0% | -12.7% | -5.4% |
| 3M | +9.1% | +13.5% | -4.4% | +6.2% |
| 6M | +16.7% | +35.3% | -18.6% | +9.4% |
| YTD | +36.8% | +24.0% | +12.9% | +29.3% |
| 1Y | +31.8% | +22.0% | +9.9% | +24.9% |
| 3Y | +67.9% | +84.0% | -16.1% | +43.0% |
| 5Y | +163.3% | +34.4% | +129.0% | +134.8% |
| 10Y | +210.7% | +231.4% | -20.7% | +128.0% |
| All | +1,090.2% | +12,457.3% | -11,367.2% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling