+293.4%
WBD vs SHEL
+313.4%
-20.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.7% | +3.0% | -4.7% | -3.1% |
| 30D | +3.9% | +7.2% | -3.3% | +0.3% |
| 3M | +5.1% | +12.9% | -7.8% | -1.4% |
| 6M | +0.6% | +13.7% | -13.1% | -6.4% |
| YTD | -3.2% | +33.7% | -36.8% | -17.4% |
| 1Y | +127.7% | +37.9% | +89.8% | +90.6% |
| 3Y | +146.6% | +70.2% | +76.3% | +86.9% |
| 5Y | +4.2% | +192.3% | -188.2% | -41.6% |
| 10Y | +13.7% | +207.3% | -193.6% | -44.2% |
| All | +293.4% | +313.4% | -20.0% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling