+2,533.2%
SHEL vs WSM
+34,771.0%
-32,237.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.0% | +2.6% | +0.4% | +2.7% |
| 30D | +7.2% | -9.3% | +16.5% | +8.5% |
| 3M | +12.9% | +7.1% | +5.8% | +11.7% |
| 6M | +13.7% | +21.7% | -8.0% | +10.4% |
| YTD | +33.7% | +28.7% | +4.9% | +28.7% |
| 1Y | +37.9% | +13.9% | +24.0% | +34.5% |
| 3Y | +70.2% | +232.2% | -161.9% | +41.7% |
| 5Y | +192.3% | +176.4% | +15.9% | +142.8% |
| 10Y | +207.3% | +1,072.4% | -865.1% | +105.3% |
| All | +2,533.2% | +34,771.0% | -32,237.8% | +1,504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling