-5.9%
SHOP vs WM
+62.1%
-68.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.2% | -7.2% | -6.4% |
| 7D | -13.9% | +4.5% | -18.4% | -15.1% |
| 30D | -12.6% | +16.1% | -28.6% | -17.0% |
| 3M | -0.3% | +8.0% | -8.4% | -3.1% |
| 6M | +33.6% | +8.4% | +25.1% | +29.5% |
| YTD | -10.7% | +11.2% | -21.9% | -14.7% |
| 1Y | -11.8% | +22.3% | -34.1% | -19.2% |
| 3Y | +133.9% | +50.2% | +83.6% | +82.0% |
| 5Y | -5.9% | +63.3% | -69.2% | -34.2% |
| All | -5.9% | +62.1% | -68.0% | -34.2% |
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