+8,434.7%
SHOP vs WAT
+207.6%
+8,227.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -5.1% | -1.3% | -3.8% | -4.4% |
| 30D | +0.6% | +2.3% | -1.8% | -0.6% |
| 3M | +25.0% | +8.7% | +16.3% | +19.4% |
| 6M | +11.9% | +28.3% | -16.4% | -4.3% |
| YTD | -9.9% | +7.8% | -17.6% | -16.1% |
| 1Y | 0.0% | +36.6% | -36.6% | -19.5% |
| 3Y | +117.5% | +45.7% | +71.8% | +56.8% |
| 5Y | -6.6% | -3.3% | -3.3% | -13.8% |
| 10Y | +3,320.3% | +162.1% | +3,158.2% | +1,627.3% |
| All | +8,434.7% | +207.6% | +8,227.1% | +3,434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling