+52.3%
SHEL vs WETO
-99.4%
+151.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +0.9% |
| 7D | +4.1% | -4.3% | +8.4% | +4.1% |
| 30D | +8.4% | -39.9% | +48.3% | +7.7% |
| 3M | +13.7% | -97.9% | +111.6% | +11.4% |
| 6M | +12.7% | -95.0% | +107.7% | +11.4% |
| YTD | +35.3% | -97.2% | +132.5% | +33.7% |
| 1Y | +39.4% | -98.9% | +138.3% | +37.9% |
| All | +52.3% | -99.4% | +151.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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