-10.8%
SHOP vs WCN
+28.6%
-39.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -6.8% |
| 7D | -4.1% | -0.4% | -3.6% | -3.7% |
| 30D | -11.5% | -2.1% | -9.4% | -10.2% |
| 3M | +21.1% | +6.4% | +14.7% | +15.0% |
| 6M | +3.0% | -3.7% | +6.7% | +5.0% |
| YTD | -16.7% | -6.4% | -10.3% | -13.5% |
| 1Y | -8.3% | -7.9% | -0.3% | -3.9% |
| 3Y | +112.8% | +20.8% | +92.0% | +60.5% |
| All | -10.8% | +28.6% | -39.4% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling