+151.9%
SHOP vs WAB
+174.1%
-22.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -1.2% |
| 7D | -2.7% | +4.0% | -6.6% | -5.1% |
| 30D | -11.0% | +4.5% | -15.5% | -13.5% |
| 3M | +0.3% | +2.3% | -2.0% | -1.3% |
| 6M | +37.7% | +12.5% | +25.2% | +24.1% |
| YTD | -5.5% | +40.2% | -45.7% | -32.5% |
| 1Y | -0.2% | +45.2% | -45.4% | -31.2% |
| 3Y | +151.9% | +171.8% | -19.9% | +18.5% |
| All | +151.9% | +174.1% | -22.2% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling