-9.3%
SHOP vs WAB
+231.1%
-240.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.1% | -8.0% |
| 7D | -4.1% | +1.7% | -5.8% | -5.4% |
| 30D | -11.5% | -2.4% | -9.1% | -9.8% |
| 3M | +21.1% | +9.7% | +11.4% | +8.9% |
| 6M | +3.0% | +16.5% | -13.5% | -14.4% |
| YTD | -16.7% | +33.7% | -50.4% | -40.3% |
| 1Y | -8.3% | +49.7% | -58.0% | -41.3% |
| 3Y | +112.8% | +170.9% | -58.1% | -24.4% |
| 5Y | -9.3% | +228.0% | -237.3% | -72.8% |
| All | -9.3% | +231.1% | -240.3% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling