0.0%
SHOP vs WAT
+41.4%
-41.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | +0.6% | +2.3% | -1.8% | +0.2% |
| 3M | +25.0% | +8.7% | +16.3% | +23.4% |
| 6M | +11.9% | +28.3% | -16.4% | +10.7% |
| YTD | -9.9% | +7.8% | -17.6% | -10.0% |
| 1Y | 0.0% | +36.6% | -36.6% | -6.4% |
| All | 0.0% | +41.4% | -41.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling