+3,772.8%
SHOP vs WM
+331.3%
+3,441.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | +2.1% | +1.2% | +0.9% | +1.5% |
| 30D | -16.8% | +15.2% | -32.1% | -22.5% |
| 3M | -2.4% | +8.3% | -10.8% | -6.4% |
| 6M | +47.0% | +13.1% | +33.9% | +37.5% |
| YTD | -8.8% | +12.5% | -21.3% | -15.1% |
| 1Y | -6.3% | +21.8% | -28.0% | -16.4% |
| 3Y | +139.3% | +48.8% | +90.5% | +83.9% |
| 5Y | -12.1% | +62.1% | -74.2% | -36.3% |
| All | +3,772.8% | +331.3% | +3,441.6% | +1,277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling