+207.4%
SHEL vs WCC
+518.6%
-311.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.3% |
| 7D | +3.9% | +1.7% | +2.3% | +3.4% |
| 30D | +7.0% | -6.1% | +13.0% | +8.7% |
| 3M | +12.5% | +3.1% | +9.4% | +10.2% |
| 6M | +14.8% | +28.2% | -13.5% | +3.4% |
| YTD | +34.2% | +41.1% | -6.9% | +16.4% |
| 1Y | +37.0% | +61.3% | -24.3% | +12.7% |
| 3Y | +70.9% | +123.6% | -52.8% | +15.7% |
| 5Y | +192.5% | +214.8% | -22.2% | +57.5% |
| All | +207.4% | +518.6% | -311.1% | -7.8% |
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