+96.4%
SHOP vs WBD
+144.6%
-48.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.2% |
| 7D | -10.6% | -1.7% | -8.9% | -10.1% |
| 30D | -18.3% | +3.9% | -22.2% | -19.2% |
| 3M | +14.8% | +5.1% | +9.7% | +13.0% |
| 6M | -5.0% | +0.6% | -5.6% | -5.2% |
| YTD | -21.2% | -3.2% | -18.1% | -20.5% |
| 1Y | -11.6% | +127.7% | -139.3% | -34.5% |
| All | +96.4% | +144.6% | -48.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling