+34.0%
SHEL vs WM
+20.0%
+14.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -1.3% | +13.3% | -14.6% | -3.4% |
| 3M | +12.7% | +4.4% | +8.3% | +11.7% |
| 6M | +19.9% | +10.8% | +9.0% | +17.3% |
| YTD | +38.3% | +9.1% | +29.2% | +36.9% |
| All | +34.0% | +20.0% | +14.0% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling