+1,188.5%
WDC vs SHEL
+214.0%
+974.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | -4.3% | +4.1% | -8.4% | -6.4% |
| 30D | -1.5% | +8.4% | -9.9% | -5.8% |
| 3M | -15.5% | +13.7% | -29.2% | -21.9% |
| 6M | +66.5% | +12.7% | +53.7% | +53.9% |
| YTD | +159.9% | +35.3% | +124.5% | +116.2% |
| 1Y | +366.0% | +39.4% | +326.6% | +280.2% |
| 3Y | +1,285.8% | +71.5% | +1,214.4% | +892.5% |
| 5Y | +925.6% | +195.0% | +730.6% | +407.5% |
| All | +1,188.5% | +214.0% | +974.6% | +562.7% |
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