+220.3%
SHEL vs WST
+456.5%
-236.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +0.8% | +4.2% | -3.4% | +0.4% |
| 30D | -3.6% | +11.2% | -14.8% | -4.5% |
| 3M | +12.0% | +20.4% | -8.3% | +10.1% |
| 6M | +19.7% | +37.9% | -18.2% | +16.0% |
| YTD | +39.6% | +51.8% | -12.2% | +33.7% |
| 1Y | +36.4% | +56.6% | -20.2% | +30.2% |
| 3Y | +70.2% | +24.2% | +46.0% | +61.2% |
| 5Y | +169.2% | +0.7% | +168.6% | +158.7% |
| All | +220.3% | +456.5% | -236.2% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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