+111.5%
WDAY vs SHEL
+211.3%
-99.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -10.5% | +3.9% | -14.5% | -11.4% |
| 30D | +2.1% | +7.0% | -4.9% | +0.4% |
| 3M | +34.6% | +12.5% | +22.1% | +30.6% |
| 6M | +29.9% | +14.8% | +15.1% | +25.2% |
| YTD | -13.8% | +34.2% | -48.0% | -20.4% |
| 1Y | -18.3% | +37.0% | -55.3% | -25.0% |
| 3Y | -26.2% | +70.9% | -97.0% | -36.6% |
| 5Y | -30.8% | +192.5% | -223.4% | -50.0% |
| All | +111.5% | +211.3% | -99.8% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling