+8,296.9%
WFC vs SHEL
+2,650.9%
+5,646.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | +7.0% | -3.6% | +10.6% | +8.2% |
| 3M | -1.8% | +12.0% | -13.8% | -5.6% |
| 6M | +18.4% | +19.7% | -1.3% | +10.9% |
| YTD | -5.6% | +39.6% | -45.2% | -16.5% |
| 1Y | +3.9% | +36.4% | -32.6% | -7.5% |
| 3Y | +126.3% | +70.2% | +56.1% | +85.8% |
| 5Y | +91.1% | +169.2% | -78.1% | +33.0% |
| 10Y | +118.5% | +217.1% | -98.5% | +41.3% |
| All | +8,296.9% | +2,650.9% | +5,646.0% | +4,122.8% |
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