+160.6%
SHEL vs WMB
+195.1%
-34.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.4% |
| 7D | -6.7% | -6.9% | +0.3% | -3.5% |
| 30D | -2.9% | -7.2% | +4.3% | +0.2% |
| 3M | +9.1% | -5.4% | +14.5% | +11.2% |
| 6M | +17.9% | -4.9% | +22.8% | +19.1% |
| YTD | +36.0% | +14.7% | +21.3% | +23.6% |
| 1Y | +31.8% | +14.7% | +17.1% | +19.6% |
| 3Y | +66.9% | +116.4% | -49.5% | -5.8% |
| 5Y | +160.6% | +198.5% | -38.0% | +10.5% |
| All | +160.6% | +195.1% | -34.5% | +10.5% |
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 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