+3,259.3%
SHOP vs WM
+306.5%
+2,952.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.6% | -2.4% | +3.0% | +1.6% |
| 3M | +25.0% | +0.4% | +24.6% | +24.3% |
| 6M | +11.9% | -9.5% | +21.4% | +16.7% |
| YTD | -9.9% | +0.5% | -10.4% | -11.2% |
| 1Y | 0.0% | -1.1% | +1.0% | -1.2% |
| 3Y | +117.5% | +46.0% | +71.5% | +66.2% |
| 5Y | -6.6% | +51.8% | -58.5% | -30.6% |
| All | +3,259.3% | +306.5% | +2,952.8% | +1,148.6% |
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