+454.5%
SHEL vs WCC
+1,713.7%
-1,259.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.2% |
| 7D | +2.2% | +4.5% | -2.2% | +1.2% |
| 30D | +6.8% | -5.8% | +12.6% | +8.1% |
| 3M | +8.1% | -3.7% | +11.8% | +8.1% |
| 6M | +14.4% | +23.1% | -8.6% | +7.0% |
| YTD | +30.0% | +44.2% | -14.2% | +16.7% |
| 1Y | +33.3% | +62.1% | -28.8% | +15.7% |
| 3Y | +66.4% | +121.1% | -54.7% | +27.6% |
| 5Y | +178.6% | +214.0% | -35.4% | +88.0% |
| 10Y | +198.4% | +472.8% | -274.4% | +60.9% |
| All | +454.5% | +1,713.7% | -1,259.3% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling