+3,781.0%
SHOP vs WMB
+282.5%
+3,498.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | +7.8% | -9.0% | -3.5% |
| 30D | -14.7% | -5.1% | -9.6% | -13.8% |
| 3M | -7.2% | -4.7% | -2.5% | -6.6% |
| 6M | +54.2% | -7.4% | +61.6% | +55.5% |
| YTD | -8.6% | +17.5% | -26.1% | -16.0% |
| 1Y | +0.5% | +19.5% | -19.0% | -8.3% |
| 3Y | +135.9% | +121.3% | +14.7% | +73.6% |
| 5Y | -11.9% | +200.5% | -212.4% | -40.9% |
| All | +3,781.0% | +282.5% | +3,498.5% | +2,277.7% |
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