+112.4%
WFC vs SHEL
+223.0%
-110.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +2.5% | +0.8% | +1.7% | +2.1% |
| 30D | +7.0% | -3.6% | +10.6% | +8.7% |
| 3M | -1.8% | +12.0% | -13.8% | -7.6% |
| 6M | +18.4% | +19.7% | -1.3% | +7.1% |
| YTD | -5.6% | +39.6% | -45.2% | -22.0% |
| 1Y | +3.9% | +36.4% | -32.6% | -13.1% |
| 3Y | +126.3% | +70.2% | +56.1% | +65.6% |
| 5Y | +91.1% | +169.2% | -78.1% | +4.8% |
| All | +112.4% | +223.0% | -110.6% | +3.3% |
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