+69.4%
SHEL vs WWD
+167.9%
-98.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +7.2% | -5.1% | +12.3% | +7.5% |
| 3M | +12.9% | -11.2% | +24.1% | +13.3% |
| 6M | +13.7% | -12.0% | +25.7% | +14.0% |
| YTD | +33.7% | +12.0% | +21.7% | +28.8% |
| 1Y | +37.9% | +42.8% | -4.9% | +27.0% |
| All | +69.4% | +167.9% | -98.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling