+2,614.8%
SHEL vs WST
+14,947.6%
-12,332.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.6% | +4.9% | -6.4% | -2.4% |
| 30D | -4.3% | +10.7% | -15.0% | -6.1% |
| 3M | +10.4% | +16.8% | -6.4% | +7.2% |
| 6M | +17.5% | +32.0% | -14.4% | +11.3% |
| YTD | +37.8% | +49.9% | -12.1% | +26.6% |
| 1Y | +33.8% | +50.6% | -16.8% | +22.7% |
| 3Y | +69.1% | +21.4% | +47.7% | +53.0% |
| 5Y | +165.7% | -0.6% | +166.3% | +144.3% |
| 10Y | +212.9% | +449.4% | -236.5% | +81.7% |
| All | +2,614.8% | +14,947.6% | -12,332.8% | +834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling