+8,627.7%
WFC vs SHEL
+2,460.3%
+6,167.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.8% | +2.2% | +1.5% | +3.0% |
| 30D | +1.5% | +6.8% | -5.4% | -0.8% |
| 3M | +10.9% | +8.1% | +2.8% | +7.7% |
| 6M | +8.4% | +14.4% | -6.0% | +3.0% |
| YTD | -1.9% | +30.0% | -31.8% | -11.0% |
| 1Y | +12.3% | +33.3% | -21.0% | +1.0% |
| 3Y | +132.3% | +66.4% | +65.9% | +92.3% |
| 5Y | +130.1% | +178.6% | -48.5% | +58.1% |
| 10Y | +134.4% | +198.4% | -64.0% | +54.9% |
| All | +8,627.7% | +2,460.3% | +6,167.5% | +4,404.2% |
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 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