+17,845.4%
WDC vs SHEL
+2,460.3%
+15,385.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | -10.0% | +6.8% | -16.8% | -12.0% |
| 3M | -18.8% | +8.1% | -26.9% | -21.1% |
| 6M | +79.0% | +14.4% | +64.6% | +70.0% |
| YTD | +171.6% | +30.0% | +141.6% | +147.2% |
| 1Y | +417.4% | +33.3% | +384.1% | +366.4% |
| 3Y | +1,251.8% | +66.4% | +1,185.3% | +1,029.1% |
| 5Y | +911.7% | +178.6% | +733.1% | +604.6% |
| 10Y | +1,399.6% | +198.4% | +1,201.2% | +913.9% |
| All | +17,845.4% | +2,460.3% | +15,385.1% | +10,818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling