-2.9%
SHOP vs WEC
+51.2%
-54.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.5% |
| 7D | -5.4% | -0.2% | -5.3% | -5.5% |
| 30D | -10.3% | +12.3% | -22.6% | -9.9% |
| 3M | +1.0% | +8.3% | -7.3% | +1.3% |
| 6M | +41.2% | +3.5% | +37.8% | +41.6% |
| YTD | -7.5% | +12.7% | -20.2% | -7.6% |
| 1Y | -4.6% | +8.2% | -12.7% | -4.4% |
| 3Y | +146.4% | +55.9% | +90.5% | +132.9% |
| All | -2.9% | +51.2% | -54.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling