+8,844.7%
SHOP vs W
+308.4%
+8,536.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +0.3% |
| 7D | -2.7% | +3.3% | -6.0% | -3.9% |
| 30D | -11.0% | +10.5% | -21.5% | -14.5% |
| 3M | +0.3% | +9.6% | -9.3% | -3.5% |
| 6M | +37.7% | +76.4% | -38.7% | +5.9% |
| YTD | -5.5% | +16.4% | -21.9% | -15.5% |
| 1Y | -0.2% | +9.3% | -9.6% | -9.4% |
| 3Y | +151.9% | +172.8% | -20.9% | +39.8% |
| 5Y | -2.2% | -53.4% | +51.2% | -11.4% |
| 10Y | +3,647.2% | +243.6% | +3,403.5% | +1,582.2% |
| All | +8,844.7% | +308.4% | +8,536.4% | +3,077.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling