+68.6%
WDAY vs SHEL
+19.6%
+49.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.1% |
| 7D | +1.8% | +0.8% | +1.1% | +1.9% |
| 30D | +4.1% | -3.6% | +7.6% | +3.8% |
| 3M | -4.8% | +12.0% | -16.9% | -4.5% |
| 6M | +68.6% | +19.7% | +48.9% | +66.4% |
| All | +68.6% | +19.6% | +49.1% | +66.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling