+73.4%
WBD vs SHEL
+39.6%
+33.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -0.7% | +4.1% | -4.9% | -0.9% |
| 30D | +1.4% | +8.4% | -7.0% | +1.0% |
| 3M | +4.4% | +13.7% | -9.3% | +3.9% |
| 6M | +0.8% | +12.7% | -11.9% | +0.4% |
| YTD | -2.7% | +35.3% | -38.0% | -3.6% |
| 1Y | +73.4% | +39.4% | +34.0% | +76.8% |
| All | +73.4% | +39.6% | +33.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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