+143.5%
WBD vs SHEL
+69.1%
+74.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | -0.6% | +3.9% | -4.5% | -2.7% |
| 30D | +4.2% | +7.0% | -2.8% | +0.3% |
| 3M | +7.5% | +12.5% | -5.0% | +0.4% |
| 6M | +1.6% | +14.8% | -13.2% | -7.2% |
| YTD | -2.2% | +34.2% | -36.3% | -20.7% |
| 1Y | +124.9% | +37.0% | +87.9% | +78.2% |
| All | +143.5% | +69.1% | +74.5% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling