+162.6%
SHEL vs WWD
+187.3%
-24.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.8% | +4.0% | -3.2% | +0.3% |
| 30D | -3.6% | +0.4% | -4.0% | -3.8% |
| 3M | +12.0% | -7.9% | +20.0% | +13.1% |
| 6M | +19.7% | -10.6% | +30.3% | +20.5% |
| YTD | +39.6% | +9.4% | +30.2% | +33.7% |
| 1Y | +36.4% | +25.7% | +10.7% | +26.4% |
| 3Y | +70.2% | +148.5% | -78.3% | +30.8% |
| All | +162.6% | +187.3% | -24.6% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling