+18.4%
WFC vs SHEL
+19.6%
-1.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.5% |
| 30D | +7.0% | -3.6% | +10.6% | +6.7% |
| 3M | -1.8% | +12.0% | -13.8% | -0.8% |
| 6M | +18.4% | +19.7% | -1.3% | +21.2% |
| All | +18.4% | +19.6% | -1.2% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling