+207.4%
SHEL vs WST
+341.6%
-134.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.9% |
| 30D | +7.0% | -2.0% | +9.0% | +7.1% |
| 3M | +12.5% | +4.1% | +8.4% | +12.0% |
| 6M | +14.8% | +47.4% | -32.7% | +10.3% |
| YTD | +34.2% | +25.4% | +8.8% | +30.8% |
| 1Y | +37.0% | +35.3% | +1.7% | +32.4% |
| 3Y | +70.9% | -11.7% | +82.6% | +68.2% |
| 5Y | +192.5% | -24.0% | +216.6% | +190.2% |
| All | +207.4% | +341.6% | -134.2% | +118.5% |
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