-2.9%
SHOP vs WING
+4.1%
-7.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.2% |
| 7D | -5.4% | +9.0% | -14.5% | -8.6% |
| 30D | -10.3% | +39.9% | -50.2% | -21.8% |
| 3M | +1.0% | +40.4% | -39.4% | -13.4% |
| 6M | +41.2% | +12.9% | +28.3% | +30.0% |
| YTD | -7.5% | -31.1% | +23.6% | +1.3% |
| 1Y | -4.6% | -32.7% | +28.1% | +5.1% |
| 3Y | +146.4% | -19.8% | +166.2% | +98.6% |
| All | -2.9% | +4.1% | -7.0% | -41.9% |
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 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