+216.1%
SHEL vs WMB
+284.4%
-68.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.3% |
| 7D | -1.6% | +8.1% | -9.6% | -6.0% |
| 30D | -4.3% | -6.9% | +2.6% | -0.9% |
| 3M | +10.4% | -5.1% | +15.5% | +12.6% |
| 6M | +17.5% | -5.7% | +23.3% | +19.7% |
| YTD | +37.8% | +18.1% | +19.7% | +22.1% |
| 1Y | +33.8% | +18.4% | +15.4% | +18.1% |
| 3Y | +69.1% | +122.7% | -53.6% | -3.4% |
| 5Y | +165.7% | +202.0% | -36.3% | +24.4% |
| All | +216.1% | +284.4% | -68.3% | +10.7% |
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