+192.3%
SHEL vs WEC
+30.7%
+161.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +7.2% | +0.9% | +6.3% | +7.0% |
| 3M | +12.9% | -5.3% | +18.2% | +14.1% |
| 6M | +13.7% | -6.6% | +20.3% | +15.1% |
| YTD | +33.7% | +3.3% | +30.4% | +32.5% |
| 1Y | +37.9% | +2.1% | +35.8% | +36.9% |
| 3Y | +70.2% | +39.6% | +30.7% | +57.5% |
| 5Y | +192.3% | +31.2% | +161.2% | +162.3% |
| All | +192.3% | +30.7% | +161.7% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling