+294.2%
SHEL vs WU
-21.6%
+315.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +3.5% |
| 7D | +1.9% | -0.8% | +2.8% | +2.2% |
| 30D | +8.7% | -1.1% | +9.8% | +8.8% |
| 3M | +11.0% | -1.8% | +12.8% | +9.4% |
| 6M | +14.6% | -23.9% | +38.5% | +23.8% |
| YTD | +33.3% | -20.4% | +53.7% | +40.8% |
| 1Y | +37.9% | -10.6% | +48.4% | +37.8% |
| 3Y | +69.7% | -27.7% | +97.5% | +79.6% |
| 5Y | +190.2% | -51.1% | +241.3% | +251.5% |
| 10Y | +197.0% | -40.7% | +237.7% | +221.8% |
| All | +294.2% | -21.6% | +315.8% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling