+192.5%
SHEL vs WWD
+187.1%
+5.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +3.9% | -2.9% | +6.8% | +4.3% |
| 30D | +7.0% | -6.6% | +13.6% | +7.9% |
| 3M | +12.5% | -9.3% | +21.8% | +13.3% |
| 6M | +14.8% | -13.6% | +28.4% | +16.0% |
| YTD | +34.2% | +10.4% | +23.8% | +28.6% |
| 1Y | +37.0% | +39.9% | -2.9% | +24.2% |
| 3Y | +70.9% | +165.0% | -94.2% | +30.2% |
| 5Y | +192.5% | +183.8% | +8.7% | +113.0% |
| All | +192.5% | +187.1% | +5.4% | +113.0% |
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