-11.6%
SHOP vs WAB
+47.7%
-59.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.3% |
| 7D | -10.6% | +0.2% | -10.9% | -10.6% |
| 30D | -18.3% | -4.6% | -13.7% | -18.0% |
| 3M | +14.8% | +5.6% | +9.2% | +13.2% |
| 6M | -5.0% | +13.8% | -18.8% | -11.6% |
| YTD | -21.2% | +31.9% | -53.1% | -35.7% |
| 1Y | -11.6% | +48.3% | -59.9% | -34.6% |
| All | -11.6% | +47.7% | -59.3% | -34.6% |
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