+511.2%
SHEL vs WCN
+6,767.3%
-6,256.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.8% |
| 7D | +1.9% | -0.4% | +2.4% | +2.0% |
| 30D | +8.7% | -2.1% | +10.8% | +9.1% |
| 3M | +11.0% | +6.4% | +4.6% | +9.3% |
| 6M | +14.6% | -3.7% | +18.2% | +15.2% |
| YTD | +33.3% | -6.4% | +39.6% | +34.6% |
| 1Y | +37.9% | -7.9% | +45.8% | +39.6% |
| 3Y | +69.7% | +20.8% | +48.9% | +61.3% |
| 5Y | +190.2% | +29.0% | +161.2% | +170.3% |
| 10Y | +197.0% | +236.4% | -39.4% | +128.5% |
| All | +511.2% | +6,767.3% | -6,256.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling