-11.2%
SHOP vs WM
+61.9%
-73.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -2.2% |
| 30D | -14.7% | +13.0% | -27.7% | -18.3% |
| 3M | -7.2% | +9.2% | -16.4% | -10.1% |
| 6M | +54.2% | +13.6% | +40.5% | +47.0% |
| YTD | -8.6% | +12.4% | -21.0% | -13.1% |
| 1Y | +0.5% | +21.2% | -20.7% | -7.5% |
| 3Y | +135.9% | +48.7% | +87.3% | +85.9% |
| All | -11.2% | +61.9% | -73.1% | -38.0% |
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