+213.9%
SHEL vs WMB
+281.6%
-67.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.6% |
| 7D | -3.9% | +1.6% | -5.5% | -5.0% |
| 30D | -3.7% | -7.1% | +3.4% | -0.1% |
| 3M | +9.1% | -4.0% | +13.1% | +10.5% |
| 6M | +16.7% | -5.7% | +22.4% | +18.8% |
| YTD | +36.8% | +17.2% | +19.7% | +21.7% |
| 1Y | +31.8% | +17.2% | +14.6% | +17.1% |
| 3Y | +67.9% | +121.1% | -53.2% | -3.7% |
| 5Y | +163.3% | +197.2% | -33.9% | +24.5% |
| All | +213.9% | +281.6% | -67.7% | +10.4% |
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