+66.9%
SHEL vs WMB
+114.7%
-47.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -6.7% | -6.9% | +0.3% | -4.7% |
| 30D | -2.9% | -7.2% | +4.3% | -0.9% |
| 3M | +9.1% | -5.4% | +14.5% | +10.5% |
| 6M | +17.9% | -4.9% | +22.8% | +18.8% |
| YTD | +36.0% | +14.7% | +21.3% | +28.5% |
| 1Y | +31.8% | +14.7% | +17.1% | +24.4% |
| 3Y | +66.9% | +116.4% | -49.5% | +17.7% |
| All | +66.9% | +114.7% | -47.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling