-15.7%
SHOP vs WBD
+3.7%
-19.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.1% |
| 7D | -10.6% | -1.7% | -8.9% | -10.0% |
| 30D | -18.3% | +3.9% | -22.2% | -19.6% |
| 3M | +14.8% | +5.1% | +9.7% | +12.2% |
| 6M | -5.0% | +0.6% | -5.6% | -5.4% |
| YTD | -21.2% | -3.2% | -18.1% | -20.3% |
| 1Y | -11.6% | +127.7% | -139.3% | -41.2% |
| 3Y | +101.2% | +146.6% | -45.3% | +18.2% |
| 5Y | -15.7% | +4.2% | -19.9% | -27.7% |
| All | -15.7% | +3.7% | -19.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling