+112.8%
SHOP vs WCC
+137.6%
-24.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.5% | -10.1% | -8.7% |
| 7D | -4.1% | +8.5% | -12.6% | -7.7% |
| 30D | -11.5% | -1.0% | -10.5% | -11.6% |
| 3M | +21.1% | +2.1% | +18.9% | +17.3% |
| 6M | +3.0% | +36.8% | -33.8% | -17.4% |
| YTD | -16.7% | +47.7% | -64.4% | -37.6% |
| 1Y | -8.3% | +66.5% | -74.8% | -36.9% |
| 3Y | +112.8% | +134.2% | -21.3% | +2.6% |
| All | +112.8% | +137.6% | -24.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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