+120.5%
SHOP vs WMB
+140.5%
-20.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.6% |
| 3M | +25.0% | +3.1% | +21.9% | +22.9% |
| 6M | +11.9% | -0.7% | +12.6% | +10.8% |
| YTD | -9.9% | +25.2% | -35.0% | -21.3% |
| 1Y | 0.0% | +32.9% | -32.9% | -16.7% |
| All | +120.5% | +140.5% | -20.0% | +26.9% |
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 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