+139.0%
SHOP vs WAT
+87.1%
+51.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | +2.8% | +3.4% | -0.6% | +1.8% |
| 30D | -14.2% | +9.6% | -23.8% | -16.6% |
| 3M | -5.5% | +15.5% | -21.0% | -9.6% |
| 6M | +32.8% | +33.9% | -1.1% | +21.6% |
| YTD | -8.9% | +25.2% | -34.1% | -15.4% |
| 1Y | -7.7% | +26.3% | -34.0% | -14.5% |
| 3Y | +139.0% | +85.8% | +53.2% | +107.2% |
| All | +139.0% | +87.1% | +51.9% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling