+204.1%
SHEL vs WM
+337.2%
-133.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | -1.3% | +13.3% | -14.6% | -6.5% |
| 3M | +12.7% | +4.4% | +8.3% | +10.4% |
| 6M | +19.9% | +10.8% | +9.0% | +14.1% |
| YTD | +38.3% | +9.1% | +29.2% | +32.0% |
| 1Y | +35.7% | +19.1% | +16.5% | +24.5% |
| 3Y | +71.7% | +45.7% | +26.0% | +39.7% |
| 5Y | +158.4% | +60.4% | +98.0% | +96.2% |
| 10Y | +204.1% | +328.7% | -124.7% | +70.3% |
| All | +204.1% | +337.2% | -133.1% | +70.3% |
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