+124.0%
SHOP vs WING
-28.1%
+152.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -5.1% | -3.9% | -1.3% | -4.3% |
| 30D | +0.6% | -11.6% | +12.2% | +3.0% |
| 3M | +25.0% | -24.2% | +49.2% | +32.2% |
| 6M | +11.9% | -54.1% | +66.0% | +32.4% |
| YTD | -9.9% | -53.9% | +44.0% | +5.8% |
| 1Y | 0.0% | -64.4% | +64.3% | +24.4% |
| All | +124.0% | -28.1% | +152.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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