+2,629.4%
SHEL vs WST
+14,518.0%
-11,888.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -8.8% | -3.1% | -5.7% | -8.3% |
| 30D | +2.3% | +9.1% | -6.8% | +0.6% |
| 3M | +11.6% | +14.7% | -3.1% | +8.7% |
| 6M | +15.7% | +28.0% | -12.3% | +10.1% |
| YTD | +38.6% | +45.6% | -7.1% | +28.0% |
| 1Y | +38.5% | +45.7% | -7.2% | +27.8% |
| 3Y | +66.9% | +21.1% | +45.8% | +50.9% |
| 5Y | +160.6% | +0.3% | +160.2% | +138.7% |
| 10Y | +214.1% | +449.0% | -234.9% | +82.1% |
| All | +2,629.4% | +14,518.0% | -11,888.6% | +845.1% |
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