+137.9%
SHOP vs WM
+50.2%
+87.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.2% | -7.2% | -6.1% |
| 7D | -13.9% | +4.5% | -18.4% | -14.0% |
| 30D | -12.6% | +16.1% | -28.6% | -13.2% |
| 3M | -0.3% | +8.0% | -8.4% | -0.8% |
| 6M | +33.6% | +8.4% | +25.1% | +33.2% |
| YTD | -10.7% | +11.2% | -21.9% | -11.0% |
| 1Y | -11.8% | +22.3% | -34.1% | -12.9% |
| All | +137.9% | +50.2% | +87.6% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling