+192.5%
SHEL vs WCN
+25.5%
+167.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +3.9% | -4.4% | +8.3% | +5.0% |
| 30D | +7.0% | -4.4% | +11.4% | +8.1% |
| 3M | +12.5% | +0.5% | +12.0% | +12.2% |
| 6M | +14.8% | -3.3% | +18.0% | +15.4% |
| YTD | +34.2% | -8.5% | +42.7% | +36.7% |
| 1Y | +37.0% | -8.9% | +45.9% | +39.6% |
| 3Y | +70.9% | +18.0% | +52.8% | +61.5% |
| 5Y | +192.5% | +25.0% | +167.5% | +176.1% |
| All | +192.5% | +25.5% | +167.1% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling