+1,030.4%
SHEL vs WAT
+10,816.8%
-9,786.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | +6.8% | +2.3% | +4.5% | +6.3% |
| 3M | +8.1% | +8.7% | -0.6% | +6.1% |
| 6M | +14.4% | +28.3% | -13.9% | +8.0% |
| YTD | +30.0% | +7.8% | +22.2% | +26.4% |
| 1Y | +33.3% | +36.6% | -3.3% | +23.3% |
| 3Y | +66.4% | +45.7% | +20.8% | +48.3% |
| 5Y | +178.6% | -3.3% | +181.9% | +165.4% |
| 10Y | +198.4% | +162.1% | +36.3% | +128.9% |
| All | +1,030.4% | +10,816.8% | -9,786.4% | +403.3% |
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 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