+210.0%
SHEL vs WPM
+558.4%
-348.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.6% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +8.4% | +14.4% | -6.0% | +6.1% |
| 3M | +13.7% | +37.0% | -23.3% | +8.1% |
| 6M | +12.7% | +4.1% | +8.6% | +10.9% |
| YTD | +35.3% | +31.7% | +3.6% | +27.7% |
| 1Y | +39.4% | +44.2% | -4.8% | +29.0% |
| 3Y | +71.5% | +265.5% | -194.0% | +33.7% |
| 5Y | +195.0% | +262.5% | -67.5% | +126.8% |
| All | +210.0% | +558.4% | -348.4% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling