+2,525.5%
SHEL vs WY
+676.8%
+1,848.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | +8.7% | -10.5% | +19.1% | +12.6% |
| 3M | +11.0% | -4.9% | +15.8% | +12.2% |
| 6M | +14.6% | -4.9% | +19.5% | +15.3% |
| YTD | +33.3% | -1.7% | +34.9% | +32.3% |
| 1Y | +37.9% | -9.4% | +47.2% | +40.2% |
| 3Y | +69.7% | -22.3% | +92.0% | +78.6% |
| 5Y | +190.2% | -20.5% | +210.7% | +197.0% |
| 10Y | +197.0% | +4.9% | +192.1% | +163.7% |
| All | +2,525.5% | +676.8% | +1,848.7% | +1,319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling