+210.0%
SHEL vs WING
+407.7%
-197.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.1% | +0.3% |
| 7D | +4.1% | +7.2% | -3.1% | +3.4% |
| 30D | +8.4% | +4.8% | +3.6% | +7.7% |
| 3M | +13.7% | -23.7% | +37.4% | +16.1% |
| 6M | +12.7% | -43.6% | +56.3% | +18.1% |
| YTD | +35.3% | -50.6% | +85.9% | +42.9% |
| 1Y | +39.4% | -57.0% | +96.4% | +48.9% |
| 3Y | +71.5% | -28.3% | +99.7% | +63.1% |
| 5Y | +195.0% | -32.4% | +227.4% | +177.2% |
| All | +210.0% | +407.7% | -197.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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