+66.8%
SHEL vs WM
+46.5%
+20.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -3.9% | +0.8% | -4.7% | -4.0% |
| 30D | -3.7% | +13.8% | -17.5% | -5.8% |
| 3M | +9.1% | +6.4% | +2.7% | +7.9% |
| 6M | +16.7% | +13.2% | +3.5% | +14.0% |
| YTD | +36.8% | +10.8% | +26.1% | +34.2% |
| 1Y | +31.8% | +20.2% | +11.6% | +27.6% |
| All | +66.8% | +46.5% | +20.3% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling