+2,941.1%
SHOP vs WBD
+15.6%
+2,925.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.5% |
| 7D | -13.2% | -0.6% | -12.6% | -13.0% |
| 30D | -17.0% | +4.2% | -21.2% | -18.0% |
| 3M | +17.0% | +7.5% | +9.5% | +14.4% |
| 6M | -2.1% | +1.6% | -3.7% | -2.6% |
| YTD | -21.4% | -2.2% | -19.2% | -20.9% |
| 1Y | -11.0% | +124.9% | -135.9% | -32.1% |
| 3Y | +100.9% | +149.1% | -48.2% | +41.4% |
| 5Y | -14.7% | +7.8% | -22.5% | -30.1% |
| All | +2,941.1% | +15.6% | +2,925.5% | +2,371.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling