+188.8%
SHEL vs WTW
+42.0%
+146.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.1% | -5.7% | +9.8% | +5.1% |
| 30D | +8.4% | -7.3% | +15.6% | +9.6% |
| 3M | +13.7% | +21.5% | -7.8% | +9.8% |
| 6M | +12.7% | +9.6% | +3.1% | +10.4% |
| YTD | +35.3% | -3.3% | +38.6% | +35.5% |
| 1Y | +39.4% | -6.1% | +45.5% | +40.5% |
| 3Y | +71.5% | +61.8% | +9.6% | +47.5% |
| All | +188.8% | +42.0% | +146.8% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling