+220.3%
SHEL vs WEC
+197.9%
+22.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.8% | +2.3% | -1.5% | +0.3% |
| 30D | -3.6% | +11.1% | -14.6% | -5.7% |
| 3M | +12.0% | +8.4% | +3.6% | +10.1% |
| 6M | +19.7% | +7.5% | +12.2% | +17.7% |
| YTD | +39.6% | +15.3% | +24.3% | +35.3% |
| 1Y | +36.4% | +9.7% | +26.7% | +33.5% |
| 3Y | +70.2% | +64.7% | +5.5% | +52.2% |
| 5Y | +169.2% | +57.3% | +112.0% | +141.8% |
| All | +220.3% | +197.9% | +22.4% | +179.5% |
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