+70.2%
SHEL vs WPM
+214.5%
-144.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.8% | -3.6% | +4.4% | +1.0% |
| 30D | -3.6% | +1.4% | -5.0% | -3.7% |
| 3M | +12.0% | -0.2% | +12.2% | +11.8% |
| 6M | +19.7% | -7.3% | +27.0% | +20.3% |
| YTD | +39.6% | +12.3% | +27.3% | +36.2% |
| 1Y | +36.4% | +24.9% | +11.5% | +31.1% |
| 3Y | +70.2% | +210.4% | -140.2% | +41.6% |
| All | +70.2% | +214.5% | -144.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling