+69.4%
SHEL vs WCN
+19.5%
+49.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | +7.2% | -3.0% | +10.2% | +7.9% |
| 3M | +12.9% | +2.5% | +10.3% | +12.1% |
| 6M | +13.7% | -5.7% | +19.4% | +15.0% |
| YTD | +33.7% | -7.4% | +41.1% | +35.7% |
| 1Y | +37.9% | -8.6% | +46.5% | +40.3% |
| All | +69.4% | +19.5% | +49.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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