+8,434.7%
SHOP vs WM
+446.1%
+7,988.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +25.0% | +0.4% | +24.6% | +24.2% |
| 6M | +11.9% | -9.5% | +21.4% | +16.8% |
| YTD | -9.9% | +0.5% | -10.4% | -11.3% |
| 1Y | 0.0% | -1.1% | +1.0% | -1.3% |
| 3Y | +117.5% | +46.0% | +71.5% | +65.5% |
| 5Y | -6.6% | +51.8% | -58.5% | -30.9% |
| 10Y | +3,320.3% | +307.5% | +3,012.8% | +1,144.5% |
| All | +8,434.7% | +446.1% | +7,988.6% | +2,486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling