+220.3%
SHEL vs WMB
+282.5%
-62.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +0.8% | +7.8% | -7.0% | -3.6% |
| 30D | -3.6% | -5.1% | +1.5% | -1.2% |
| 3M | +12.0% | -4.7% | +16.8% | +14.1% |
| 6M | +19.7% | -7.4% | +27.1% | +23.2% |
| YTD | +39.6% | +17.5% | +22.2% | +24.0% |
| 1Y | +36.4% | +19.5% | +17.0% | +19.8% |
| 3Y | +70.2% | +121.3% | -51.1% | -2.4% |
| 5Y | +169.2% | +200.5% | -31.3% | +26.4% |
| All | +220.3% | +282.5% | -62.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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