-4.9%
SHOP vs W
+21.5%
-26.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.0% | -3.7% | +3.6% |
| 7D | -9.0% | +8.4% | -17.4% | -11.5% |
| 30D | -4.4% | +16.5% | -20.9% | -9.2% |
| 3M | +24.1% | +6.4% | +17.7% | +20.4% |
| 6M | +20.0% | +90.5% | -70.6% | -7.7% |
| YTD | -4.9% | +23.1% | -28.0% | -17.5% |
| 1Y | -4.9% | +24.3% | -29.2% | -17.4% |
| All | -4.9% | +21.5% | -26.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling