+2,941.1%
SHOP vs WCN
+235.2%
+2,705.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -13.2% | -4.4% | -8.8% | -10.1% |
| 30D | -17.0% | -4.4% | -12.6% | -14.1% |
| 3M | +17.0% | +0.5% | +16.5% | +16.0% |
| 6M | -2.1% | -3.3% | +1.1% | -1.0% |
| YTD | -21.4% | -8.5% | -12.9% | -17.1% |
| 1Y | -11.0% | -8.9% | -2.0% | -6.5% |
| 3Y | +100.9% | +18.0% | +82.9% | +63.6% |
| 5Y | -14.7% | +25.0% | -39.7% | -33.3% |
| All | +2,941.1% | +235.2% | +2,705.8% | +1,018.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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