+8,680.0%
SHOP vs WAB
+217.4%
+8,462.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -2.5% | +3.1% | -5.6% | -3.8% |
| 30D | -16.7% | +6.4% | -23.2% | -19.1% |
| 3M | -2.2% | +2.2% | -4.4% | -3.2% |
| 6M | +45.6% | +13.7% | +31.9% | +35.4% |
| YTD | -7.3% | +43.0% | -50.3% | -23.6% |
| 1Y | -6.1% | +47.0% | -53.1% | -23.6% |
| 3Y | +143.3% | +174.4% | -31.0% | +53.2% |
| 5Y | +0.2% | +222.2% | -222.0% | -40.2% |
| 10Y | +3,663.5% | +276.9% | +3,386.6% | +1,832.7% |
| All | +8,680.0% | +217.4% | +8,462.6% | +4,693.3% |
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