+8,844.7%
SHOP vs WAB
+211.1%
+8,633.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -0.2% |
| 7D | -2.7% | +4.0% | -6.6% | -4.4% |
| 30D | -11.0% | +4.5% | -15.5% | -12.8% |
| 3M | +0.3% | +2.3% | -2.0% | -0.7% |
| 6M | +37.7% | +12.5% | +25.2% | +28.7% |
| YTD | -5.5% | +40.2% | -45.7% | -21.4% |
| 1Y | -0.2% | +45.2% | -45.4% | -18.3% |
| 3Y | +151.9% | +171.8% | -19.9% | +59.4% |
| 5Y | -2.2% | +217.6% | -219.8% | -41.2% |
| 10Y | +3,647.2% | +285.3% | +3,361.9% | +1,792.4% |
| All | +8,844.7% | +211.1% | +8,633.6% | +4,829.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling