-11.6%
SHOP vs WEC
+2.5%
-14.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -6.0% |
| 7D | -10.6% | +0.4% | -11.0% | -10.4% |
| 30D | -18.3% | +0.9% | -19.2% | -17.6% |
| 3M | +14.8% | -5.3% | +20.2% | +11.3% |
| 6M | -5.0% | -6.6% | +1.5% | -7.5% |
| YTD | -21.2% | +3.3% | -24.5% | -18.7% |
| 1Y | -11.6% | +2.1% | -13.7% | -9.1% |
| All | -11.6% | +2.5% | -14.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling