+210.0%
SHEL vs WWD
+498.2%
-288.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | +4.1% | -2.6% | +6.7% | +5.0% |
| 30D | +8.4% | -6.9% | +15.3% | +10.9% |
| 3M | +13.7% | -13.0% | +26.8% | +18.1% |
| 6M | +12.7% | -12.5% | +25.2% | +15.1% |
| YTD | +35.3% | +11.8% | +23.5% | +24.7% |
| 1Y | +39.4% | +41.1% | -1.7% | +15.9% |
| 3Y | +71.5% | +163.1% | -91.6% | +5.0% |
| 5Y | +195.0% | +187.6% | +7.4% | +67.0% |
| All | +210.0% | +498.2% | -288.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling