+70.0%
SHEL vs WU
-29.2%
+99.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +3.9% | -5.0% | +8.9% | +4.3% |
| 30D | +7.0% | -2.3% | +9.2% | +7.1% |
| 3M | +12.5% | -3.2% | +15.7% | +12.2% |
| 6M | +14.8% | -25.0% | +39.8% | +17.8% |
| YTD | +34.2% | -21.7% | +55.8% | +36.5% |
| 1Y | +37.0% | -9.0% | +46.0% | +35.2% |
| All | +70.0% | -29.2% | +99.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling