+16.2%
SHOP vs WETO
-99.4%
+115.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.2% | +1.7% |
| 7D | -11.2% | -4.3% | -6.9% | -11.3% |
| 30D | -14.4% | -39.9% | +25.5% | -12.3% |
| 3M | +16.6% | -97.9% | +114.5% | +25.0% |
| 6M | -0.6% | -95.0% | +94.5% | +4.4% |
| YTD | -20.0% | -97.2% | +77.2% | -15.0% |
| 1Y | -11.2% | -98.9% | +87.7% | -3.1% |
| All | +16.2% | -99.4% | +115.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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