+210.0%
SHEL vs WY
+7.6%
+202.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.1% | -4.2% | +8.3% | +5.8% |
| 30D | +8.4% | -10.1% | +18.5% | +12.8% |
| 3M | +13.7% | -8.5% | +22.2% | +17.0% |
| 6M | +12.7% | -3.3% | +16.0% | +12.8% |
| YTD | +35.3% | -4.4% | +39.7% | +35.3% |
| 1Y | +39.4% | -11.5% | +50.8% | +43.5% |
| 3Y | +71.5% | -24.3% | +95.8% | +83.8% |
| 5Y | +195.0% | -21.3% | +216.3% | +200.4% |
| All | +210.0% | +7.6% | +202.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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