+2,579.2%
SHEL vs WMB
+5,064.3%
-2,485.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -6.7% | -6.9% | +0.3% | -5.3% |
| 30D | -2.9% | -7.2% | +4.3% | -1.5% |
| 3M | +9.1% | -5.4% | +14.5% | +10.1% |
| 6M | +17.9% | -4.9% | +22.8% | +18.7% |
| YTD | +36.0% | +14.7% | +21.3% | +31.5% |
| 1Y | +31.8% | +14.7% | +17.1% | +27.4% |
| 3Y | +66.9% | +116.4% | -49.5% | +40.4% |
| 5Y | +160.6% | +198.5% | -38.0% | +106.1% |
| 10Y | +197.5% | +266.3% | -68.8% | +124.0% |
| All | +2,579.2% | +5,064.3% | -2,485.0% | +1,523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling