+8,900.5%
WMT vs SHEL
+2,533.2%
+6,367.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.2% | +3.0% | -3.3% | -0.7% |
| 30D | -5.8% | +7.2% | -13.1% | -6.8% |
| 3M | -10.8% | +12.9% | -23.6% | -12.3% |
| 6M | -14.3% | +13.7% | -28.0% | -16.0% |
| YTD | -4.4% | +33.7% | -38.1% | -8.5% |
| 1Y | +4.3% | +37.9% | -33.5% | -0.6% |
| 3Y | +100.1% | +70.2% | +29.8% | +84.0% |
| 5Y | +130.8% | +192.3% | -61.5% | +94.2% |
| 10Y | +433.7% | +207.3% | +226.4% | +329.6% |
| All | +8,900.5% | +2,533.2% | +6,367.3% | +5,528.6% |
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