+2,989.4%
SHOP vs WAB
+282.7%
+2,706.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.8% |
| 7D | -10.6% | +0.2% | -10.9% | -10.7% |
| 30D | -18.3% | -4.6% | -13.7% | -16.6% |
| 3M | +14.8% | +5.6% | +9.2% | +10.9% |
| 6M | -5.0% | +13.8% | -18.8% | -12.0% |
| YTD | -21.2% | +31.9% | -53.1% | -32.1% |
| 1Y | -11.6% | +48.3% | -59.9% | -27.7% |
| 3Y | +101.2% | +167.1% | -65.9% | +32.4% |
| 5Y | -15.7% | +222.9% | -238.6% | -47.2% |
| 10Y | +2,989.4% | +289.9% | +2,699.5% | +1,675.5% |
| All | +2,989.4% | +282.7% | +2,706.7% | +1,675.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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