+190.2%
SHEL vs WMB
+282.7%
-92.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.3% | +1.4% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | +8.7% | +7.7% | +0.9% | +4.3% |
| 3M | +11.0% | +6.7% | +4.3% | +6.6% |
| 6M | +14.6% | +3.6% | +10.9% | +11.4% |
| YTD | +33.3% | +28.0% | +5.3% | +15.1% |
| 1Y | +37.9% | +37.6% | +0.3% | +13.5% |
| 3Y | +69.7% | +149.0% | -79.3% | -11.2% |
| 5Y | +190.2% | +285.3% | -95.2% | +6.0% |
| All | +190.2% | +282.7% | -92.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling