+567.0%
WDC vs SHEL
+164.9%
+402.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.5% |
| 7D | +12.1% | +0.8% | +11.3% | +11.7% |
| 30D | -18.8% | -3.6% | -15.2% | -17.8% |
| 3M | -39.3% | +12.0% | -51.3% | -42.1% |
| 6M | -40.1% | +19.7% | -59.8% | -44.6% |
| YTD | +71.8% | +39.6% | +32.2% | +47.5% |
| 1Y | +88.5% | +36.4% | +52.0% | +63.3% |
| 3Y | +770.0% | +70.2% | +699.8% | +582.7% |
| All | +567.0% | +164.9% | +402.1% | +332.6% |
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 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