+1,536.8%
SHEL vs WWD
+15,408.5%
-13,871.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.2% | +1.3% | +1.0% | +1.9% |
| 30D | +6.8% | -7.2% | +14.0% | +8.8% |
| 3M | +8.1% | -3.8% | +11.9% | +8.2% |
| 6M | +14.4% | -9.9% | +24.3% | +15.5% |
| YTD | +30.0% | +14.8% | +15.1% | +22.5% |
| 1Y | +33.3% | +42.1% | -8.7% | +17.9% |
| 3Y | +66.4% | +170.8% | -104.4% | +20.8% |
| 5Y | +178.6% | +197.5% | -18.9% | +93.1% |
| 10Y | +198.4% | +477.8% | -279.4% | +70.5% |
| All | +1,536.8% | +15,408.5% | -13,871.7% | +564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling