+0.5%
SHOP vs WAB
+42.5%
-42.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -1.2% | +5.1% | -6.3% | -1.6% |
| 30D | -14.7% | +4.0% | -18.7% | -14.9% |
| 3M | -7.2% | +0.1% | -7.3% | -7.8% |
| 6M | +54.2% | +12.8% | +41.4% | +53.8% |
| YTD | -8.6% | +40.1% | -48.7% | -21.5% |
| 1Y | +0.5% | +46.4% | -45.9% | -17.0% |
| All | +0.5% | +42.5% | -42.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling