+133.3%
WFC vs SHEL
+68.4%
+64.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | +0.4% | +3.0% | -2.6% | -0.2% |
| 30D | +2.5% | +7.2% | -4.8% | +0.8% |
| 3M | +10.0% | +12.9% | -2.9% | +6.8% |
| 6M | +15.1% | +13.7% | +1.4% | +11.2% |
| YTD | -2.2% | +33.7% | -35.9% | -10.5% |
| 1Y | +13.5% | +37.9% | -24.4% | +2.6% |
| All | +133.3% | +68.4% | +64.9% | +93.4% |
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