+302.1%
WDAY vs SHEL
+172.1%
+130.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | -4.4% | +2.2% | -6.6% | -5.0% |
| 30D | +14.7% | +6.8% | +7.9% | +12.6% |
| 3M | +32.4% | +8.1% | +24.3% | +29.3% |
| 6M | +36.9% | +14.4% | +22.5% | +31.4% |
| YTD | -8.8% | +30.0% | -38.8% | -16.0% |
| 1Y | -15.3% | +33.3% | -48.6% | -22.6% |
| 3Y | -21.2% | +66.4% | -87.7% | -33.2% |
| 5Y | -29.5% | +178.6% | -208.1% | -50.4% |
| 10Y | +120.0% | +198.4% | -78.4% | +38.7% |
| All | +302.1% | +172.1% | +130.0% | +161.5% |
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