+8,434.7%
SHOP vs W
+247.4%
+8,187.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.5% |
| 7D | -5.1% | -4.2% | -0.9% | -3.5% |
| 30D | +0.6% | -7.6% | +8.2% | +3.4% |
| 3M | +25.0% | +37.2% | -12.1% | +6.7% |
| 6M | +11.9% | +26.3% | -14.4% | -2.1% |
| YTD | -9.9% | -1.0% | -8.9% | -14.0% |
| 1Y | 0.0% | +20.1% | -20.1% | -14.0% |
| 3Y | +117.5% | +37.8% | +79.7% | +57.7% |
| 5Y | -6.6% | -63.7% | +57.0% | -7.6% |
| 10Y | +3,320.3% | +156.3% | +3,164.0% | +1,583.6% |
| All | +8,434.7% | +247.4% | +8,187.3% | +3,132.4% |
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 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