+146.4%
SHOP vs WMB
+97.7%
+48.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | -5.4% | -13.8% | +8.4% | -3.2% |
| 30D | -10.3% | -10.3% | 0.0% | -9.0% |
| 3M | +1.0% | -10.1% | +11.1% | +2.1% |
| 6M | +41.2% | -11.8% | +53.1% | +42.3% |
| YTD | -7.5% | +8.9% | -16.4% | -16.3% |
| 1Y | -4.6% | +14.0% | -18.5% | -15.9% |
| 3Y | +146.4% | +100.5% | +45.9% | +86.7% |
| All | +146.4% | +97.7% | +48.7% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling