+39.4%
SHEL vs WY
-9.1%
+48.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.9% |
| 7D | +4.1% | -4.2% | +8.3% | +4.0% |
| 30D | +8.4% | -10.1% | +18.5% | +8.1% |
| 3M | +13.7% | -8.5% | +22.2% | +13.3% |
| 6M | +12.7% | -3.3% | +16.0% | +12.0% |
| YTD | +35.3% | -4.4% | +39.7% | +34.1% |
| 1Y | +39.4% | -11.5% | +50.8% | +41.9% |
| All | +39.4% | -9.1% | +48.4% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling