+8,434.7%
SHOP vs WBD
-15.7%
+8,450.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.6% |
| 30D | +0.6% | +8.8% | -8.2% | -1.9% |
| 3M | +25.0% | +4.6% | +20.4% | +23.2% |
| 6M | +11.9% | +1.1% | +10.8% | +11.4% |
| YTD | -9.9% | -2.0% | -7.9% | -9.5% |
| 1Y | 0.0% | +140.0% | -140.1% | -25.7% |
| 3Y | +117.5% | +144.4% | -26.9% | +52.9% |
| 5Y | -6.6% | -0.2% | -6.4% | -21.9% |
| 10Y | +3,320.3% | +9.1% | +3,311.2% | +2,505.6% |
| All | +8,434.7% | -15.7% | +8,450.4% | +6,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling