-2.2%
SHOP vs WAB
+216.2%
-218.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -2.1% |
| 7D | -2.7% | +4.0% | -6.6% | -5.8% |
| 30D | -11.0% | +4.5% | -15.5% | -14.3% |
| 3M | +0.3% | +2.3% | -2.0% | -1.8% |
| 6M | +37.7% | +12.5% | +25.2% | +20.6% |
| YTD | -5.5% | +40.2% | -45.7% | -35.3% |
| 1Y | -0.2% | +45.2% | -45.4% | -34.1% |
| 3Y | +151.9% | +171.8% | -19.9% | -12.3% |
| 5Y | -2.2% | +217.6% | -219.8% | -71.2% |
| All | -2.2% | +216.2% | -218.4% | -71.2% |
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