+33.3%
SHEL vs WCC
+61.8%
-28.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | +2.2% | +4.5% | -2.2% | +2.3% |
| 30D | +6.8% | -5.8% | +12.6% | +6.8% |
| 3M | +8.1% | -3.7% | +11.8% | +8.2% |
| 6M | +14.4% | +23.1% | -8.6% | +14.3% |
| YTD | +30.0% | +44.2% | -14.2% | +28.6% |
| 1Y | +33.3% | +62.1% | -28.8% | +31.4% |
| All | +33.3% | +61.8% | -28.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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