+3,003.4%
SHOP vs W
+146.2%
+2,857.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.8% |
| 7D | -4.1% | +6.5% | -10.6% | -6.5% |
| 30D | -11.5% | -6.2% | -5.3% | -9.4% |
| 3M | +21.1% | +48.9% | -27.8% | -0.9% |
| 6M | +3.0% | +31.2% | -28.2% | -12.0% |
| YTD | -16.7% | -0.4% | -16.3% | -21.0% |
| 1Y | -8.3% | +14.8% | -23.1% | -20.2% |
| 3Y | +112.8% | +40.5% | +72.3% | +50.2% |
| 5Y | -9.3% | -62.1% | +52.9% | -11.8% |
| 10Y | +3,003.4% | +141.5% | +2,861.9% | +1,540.6% |
| All | +3,003.4% | +146.2% | +2,857.2% | +1,540.6% |
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