+2,460.3%
SHEL vs WEC
+3,978.4%
-1,518.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +6.8% | -1.3% | +8.1% | +7.3% |
| 3M | +8.1% | -3.9% | +12.0% | +9.5% |
| 6M | +14.4% | -8.3% | +22.7% | +17.8% |
| YTD | +30.0% | +3.1% | +26.9% | +28.0% |
| 1Y | +33.3% | +1.9% | +31.4% | +31.7% |
| 3Y | +66.4% | +41.9% | +24.5% | +43.1% |
| 5Y | +178.6% | +30.8% | +147.8% | +143.0% |
| 10Y | +198.4% | +141.9% | +56.5% | +87.0% |
| All | +2,460.3% | +3,978.4% | -1,518.2% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling