-4.2%
SHOP vs WM
+60.2%
-64.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.2% |
| 7D | -5.4% | +1.2% | -6.7% | -5.8% |
| 30D | -10.3% | +13.1% | -23.4% | -14.1% |
| 3M | +1.0% | +3.6% | -2.6% | -0.5% |
| 6M | +41.2% | +8.1% | +33.1% | +36.9% |
| YTD | -7.5% | +8.9% | -16.4% | -11.1% |
| 1Y | -4.6% | +20.3% | -24.9% | -12.3% |
| 3Y | +146.4% | +46.2% | +100.3% | +93.9% |
| All | -4.2% | +60.2% | -64.4% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling