+127.9%
WFC vs SHEL
+190.7%
-62.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.3% | +3.9% | -3.6% | -1.0% |
| 30D | +2.3% | +7.0% | -4.7% | 0.0% |
| 3M | +9.8% | +12.5% | -2.7% | +5.2% |
| 6M | +15.6% | +14.8% | +0.8% | +9.6% |
| YTD | -2.4% | +34.2% | -36.6% | -13.1% |
| 1Y | +13.8% | +37.0% | -23.2% | +0.4% |
| 3Y | +134.6% | +70.9% | +63.8% | +87.6% |
| 5Y | +127.9% | +192.5% | -64.6% | +44.7% |
| All | +127.9% | +190.7% | -62.8% | +44.7% |
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