+192.6%
SHEL vs WM
+305.9%
-113.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +6.8% | -2.4% | +9.2% | +7.9% |
| 3M | +8.1% | +0.4% | +7.7% | +7.5% |
| 6M | +14.4% | -9.5% | +23.9% | +18.7% |
| YTD | +30.0% | +0.5% | +29.5% | +28.7% |
| 1Y | +33.3% | -1.1% | +34.4% | +32.6% |
| 3Y | +66.4% | +46.0% | +20.4% | +34.8% |
| 5Y | +178.6% | +51.8% | +126.8% | +116.0% |
| All | +192.6% | +305.9% | -113.2% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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