+220.3%
SHEL vs WCC
+431.3%
-211.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +0.8% | +9.9% | -9.2% | -2.1% |
| 30D | -3.6% | -8.4% | +4.9% | -1.8% |
| 3M | +12.0% | -10.3% | +22.4% | +14.1% |
| 6M | +19.7% | -10.5% | +30.2% | +20.5% |
| YTD | +39.6% | +32.2% | +7.5% | +22.0% |
| 1Y | +36.4% | +25.5% | +10.9% | +20.9% |
| 3Y | +70.2% | +134.7% | -64.5% | +11.3% |
| 5Y | +169.2% | +139.9% | +29.3% | +59.9% |
| All | +220.3% | +431.3% | -211.0% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling