+220.3%
SHEL vs WWD
+439.4%
-219.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.8% | +4.0% | -3.2% | -0.6% |
| 30D | -3.6% | +0.4% | -4.0% | -4.2% |
| 3M | +12.0% | -7.9% | +20.0% | +14.4% |
| 6M | +19.7% | -10.6% | +30.3% | +21.7% |
| YTD | +39.6% | +9.4% | +30.2% | +28.9% |
| 1Y | +36.4% | +25.7% | +10.7% | +18.3% |
| 3Y | +70.2% | +148.5% | -78.3% | +5.9% |
| 5Y | +169.2% | +189.5% | -20.3% | +50.3% |
| All | +220.3% | +439.4% | -219.0% | +32.2% |
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