+426.0%
SHEL vs WTW
+1,102.0%
-676.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.1% | -5.7% | +9.8% | +6.2% |
| 30D | +8.4% | -7.3% | +15.6% | +11.1% |
| 3M | +13.7% | +21.5% | -7.8% | +5.5% |
| 6M | +12.7% | +9.6% | +3.1% | +7.6% |
| YTD | +35.3% | -3.3% | +38.6% | +34.2% |
| 1Y | +39.4% | -6.1% | +45.5% | +39.5% |
| 3Y | +71.5% | +61.8% | +9.6% | +37.0% |
| 5Y | +195.0% | +42.7% | +152.3% | +143.6% |
| 10Y | +211.1% | +197.2% | +13.8% | +90.6% |
| All | +426.0% | +1,102.0% | -676.1% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling