+146.7%
SHOP vs W
+140.3%
+6.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.1% |
| 7D | -5.4% | -3.6% | -1.9% | -4.1% |
| 30D | -10.3% | +7.0% | -17.3% | -12.5% |
| 3M | +1.0% | +7.4% | -6.4% | -1.9% |
| 6M | +41.2% | +69.3% | -28.1% | +11.5% |
| YTD | -7.5% | +11.3% | -18.8% | -15.5% |
| 1Y | -4.6% | +13.2% | -17.8% | -14.4% |
| All | +146.7% | +140.3% | +6.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling