-9.3%
SHOP vs WING
-35.4%
+26.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.7% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -11.5% | -6.0% | -5.5% | -10.1% |
| 3M | +21.1% | -23.5% | +44.5% | +31.8% |
| 6M | +3.0% | -52.0% | +55.0% | +33.3% |
| YTD | -16.7% | -53.8% | +37.1% | +7.6% |
| 1Y | -8.3% | -63.8% | +55.5% | +29.6% |
| 3Y | +112.8% | -30.8% | +143.6% | +75.2% |
| 5Y | -9.3% | -34.3% | +25.0% | -39.0% |
| All | -9.3% | -35.4% | +26.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling