+916.1%
WDC vs SHEL
+191.1%
+725.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -4.3% | +4.1% | -8.4% | -5.7% |
| 30D | -1.5% | +8.4% | -9.9% | -4.5% |
| 3M | -15.5% | +13.7% | -29.2% | -19.8% |
| 6M | +66.5% | +12.7% | +53.7% | +57.9% |
| YTD | +159.9% | +35.3% | +124.5% | +127.7% |
| 1Y | +366.0% | +39.4% | +326.6% | +302.6% |
| 3Y | +1,285.8% | +71.5% | +1,214.4% | +994.8% |
| All | +916.1% | +191.1% | +725.0% | +557.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling