+210.7%
SHEL vs WST
+452.9%
-242.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | -3.7% | +12.4% | -16.1% | -4.7% |
| 3M | +9.1% | +17.6% | -8.5% | +7.4% |
| 6M | +16.7% | +28.3% | -11.6% | +13.9% |
| YTD | +36.8% | +50.5% | -13.7% | +31.1% |
| 1Y | +31.8% | +49.4% | -17.6% | +26.4% |
| 3Y | +67.9% | +21.9% | +46.0% | +59.4% |
| 5Y | +163.3% | +0.4% | +163.0% | +153.0% |
| 10Y | +210.7% | +451.5% | -240.8% | +115.7% |
| All | +210.7% | +452.9% | -242.2% | +115.7% |
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