+192.3%
SHEL vs WELL
+211.0%
-18.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | +7.2% | +0.7% | +6.5% | +7.0% |
| 3M | +12.9% | +14.5% | -1.6% | +9.9% |
| 6M | +13.7% | +14.4% | -0.7% | +10.5% |
| YTD | +33.7% | +28.5% | +5.2% | +26.6% |
| 1Y | +37.9% | +41.8% | -3.9% | +27.6% |
| 3Y | +70.2% | +202.8% | -132.6% | +30.1% |
| 5Y | +192.3% | +208.8% | -16.5% | +121.5% |
| All | +192.3% | +211.0% | -18.6% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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