0.0%
SHOP vs WBD
+135.8%
-135.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -5.1% | -1.8% | -3.3% | -5.0% |
| 30D | +0.6% | +8.8% | -8.2% | -0.1% |
| 3M | +25.0% | +4.6% | +20.4% | +24.6% |
| 6M | +11.9% | +1.1% | +10.8% | +11.9% |
| YTD | -9.9% | -2.0% | -7.9% | -9.8% |
| 1Y | 0.0% | +140.0% | -140.1% | -3.7% |
| All | 0.0% | +135.8% | -135.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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