+1,394.6%
WDC vs SHEL
+68.4%
+1,326.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +7.5% | +3.0% | +4.5% | +6.4% |
| 30D | +10.1% | +7.2% | +2.8% | +7.4% |
| 3M | -6.8% | +12.9% | -19.7% | -10.7% |
| 6M | +84.1% | +13.7% | +70.4% | +74.6% |
| YTD | +180.3% | +33.7% | +146.6% | +145.1% |
| 1Y | +411.1% | +37.9% | +373.2% | +339.5% |
| All | +1,394.6% | +68.4% | +1,326.2% | +1,109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling