+113.2%
WDC vs SHEL
+43.6%
+69.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.5% | -7.0% |
| 7D | -18.3% | -3.2% | -15.1% | -18.4% |
| 30D | -26.7% | +5.5% | -32.2% | -26.5% |
| 3M | -40.9% | +14.4% | -55.3% | -41.0% |
| 6M | -26.8% | +16.2% | -42.9% | -25.2% |
| YTD | +88.2% | +42.4% | +45.8% | +70.7% |
| 1Y | +113.2% | +43.3% | +69.9% | +92.3% |
| All | +113.2% | +43.6% | +69.6% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling