-5.6%
SHOP vs WM
+52.1%
-57.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.6% | -2.4% | +3.0% | +1.3% |
| 3M | +25.0% | +0.4% | +24.6% | +24.5% |
| 6M | +11.9% | -9.5% | +21.4% | +15.6% |
| YTD | -9.9% | +0.5% | -10.4% | -10.8% |
| 1Y | 0.0% | -1.1% | +1.0% | -0.6% |
| 3Y | +117.5% | +46.0% | +71.5% | +67.2% |
| All | -5.6% | +52.1% | -57.7% | -33.3% |
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 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