+210.0%
SHEL vs WEC
+146.6%
+63.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +8.4% | -2.6% | +11.0% | +8.9% |
| 3M | +13.7% | -6.0% | +19.7% | +15.1% |
| 6M | +12.7% | -5.4% | +18.1% | +13.8% |
| YTD | +35.3% | +2.5% | +32.8% | +34.4% |
| 1Y | +39.4% | -0.7% | +40.1% | +39.2% |
| 3Y | +71.5% | +38.7% | +32.7% | +59.1% |
| 5Y | +195.0% | +31.7% | +163.3% | +175.2% |
| All | +210.0% | +146.6% | +63.4% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling