+69.4%
SHEL vs WCC
+129.2%
-59.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +3.0% | +6.8% | -3.8% | +2.4% |
| 30D | +7.2% | -3.0% | +10.2% | +7.5% |
| 3M | +12.9% | +0.2% | +12.7% | +12.5% |
| 6M | +13.7% | +33.2% | -19.5% | +9.2% |
| YTD | +33.7% | +45.8% | -12.1% | +26.4% |
| 1Y | +37.9% | +68.4% | -30.5% | +27.4% |
| All | +69.4% | +129.2% | -59.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling