+2,460.3%
SHEL vs WMB
+5,535.5%
-3,075.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | +6.8% | +3.3% | +3.6% | +6.0% |
| 3M | +8.1% | +3.1% | +5.0% | +7.2% |
| 6M | +14.4% | -0.7% | +15.1% | +14.3% |
| YTD | +30.0% | +25.2% | +4.8% | +23.6% |
| 1Y | +33.3% | +32.9% | +0.5% | +25.0% |
| 3Y | +66.4% | +140.6% | -74.1% | +37.2% |
| 5Y | +178.6% | +273.5% | -94.9% | +110.9% |
| 10Y | +198.4% | +334.2% | -135.8% | +117.8% |
| All | +2,460.3% | +5,535.5% | -3,075.3% | +1,426.0% |
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 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