+101.9%
WMT vs SHEL
+70.5%
+31.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | 0.0% | +4.1% | -4.1% | -0.3% |
| 30D | -7.4% | +8.4% | -15.8% | -8.1% |
| 3M | -10.9% | +13.7% | -24.6% | -12.1% |
| 6M | -12.7% | +12.7% | -25.4% | -14.0% |
| YTD | -3.2% | +35.3% | -38.5% | -6.7% |
| 1Y | +5.3% | +39.4% | -34.1% | +1.1% |
| 3Y | +101.9% | +71.5% | +30.4% | +88.7% |
| All | +101.9% | +70.5% | +31.4% | +88.7% |
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 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