+3,569.5%
SHOP vs W
+252.3%
+3,317.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.2% |
| 7D | -5.4% | -3.6% | -1.9% | -4.0% |
| 30D | -10.3% | +7.0% | -17.3% | -12.8% |
| 3M | +1.0% | +7.4% | -6.4% | -2.2% |
| 6M | +41.2% | +69.3% | -28.1% | +9.1% |
| YTD | -7.5% | +11.3% | -18.8% | -16.2% |
| 1Y | -4.6% | +13.2% | -17.8% | -15.3% |
| 3Y | +146.4% | +142.0% | +4.4% | +38.7% |
| 5Y | -2.5% | -54.6% | +52.1% | -11.4% |
| All | +3,569.5% | +252.3% | +3,317.3% | +1,736.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling