+306.3%
SHEL vs WPM
+5,972.6%
-5,666.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | +1.9% | +7.0% | -5.1% | +0.5% |
| 30D | +8.7% | +15.7% | -7.1% | +5.2% |
| 3M | +11.0% | +35.2% | -24.2% | +3.6% |
| 6M | +14.6% | +6.1% | +8.5% | +11.2% |
| YTD | +33.3% | +32.6% | +0.7% | +22.9% |
| 1Y | +37.9% | +46.9% | -9.0% | +23.7% |
| 3Y | +69.7% | +276.3% | -206.6% | +22.7% |
| 5Y | +190.2% | +260.0% | -69.8% | +108.2% |
| 10Y | +197.0% | +508.5% | -311.5% | +78.6% |
| All | +306.3% | +5,972.6% | -5,666.3% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling