+3,257.8%
SHOP vs WMB
+300.4%
+2,957.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +0.6% | +3.3% | -2.7% | -0.7% |
| 3M | +25.0% | +3.1% | +21.9% | +22.9% |
| 6M | +11.9% | -0.7% | +12.6% | +10.7% |
| YTD | -9.9% | +25.2% | -35.0% | -18.3% |
| 1Y | 0.0% | +32.9% | -32.9% | -11.8% |
| 3Y | +117.5% | +140.6% | -23.1% | +56.8% |
| 5Y | -6.6% | +273.5% | -280.1% | -41.2% |
| All | +3,257.8% | +300.4% | +2,957.4% | +2,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling