+70.0%
SHEL vs WY
-25.0%
+95.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.8% |
| 7D | +3.9% | -3.7% | +7.6% | +4.5% |
| 30D | +7.0% | -11.3% | +18.3% | +8.9% |
| 3M | +12.5% | -8.1% | +20.6% | +13.6% |
| 6M | +14.8% | -7.4% | +22.2% | +15.5% |
| YTD | +34.2% | -4.7% | +38.9% | +33.8% |
| 1Y | +37.0% | -9.2% | +46.2% | +38.1% |
| All | +70.0% | -25.0% | +95.0% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling