+210.0%
SHEL vs WSM
+1,071.8%
-861.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +8.4% | -7.7% | +16.1% | +9.8% |
| 3M | +13.7% | +3.8% | +9.9% | +12.6% |
| 6M | +12.7% | +22.7% | -10.0% | +7.8% |
| YTD | +35.3% | +28.0% | +7.3% | +28.1% |
| 1Y | +39.4% | +12.7% | +26.6% | +34.7% |
| 3Y | +71.5% | +231.3% | -159.8% | +27.3% |
| 5Y | +195.0% | +177.2% | +17.8% | +118.4% |
| All | +210.0% | +1,071.8% | -861.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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