+3,772.8%
SHOP vs WPM
+752.0%
+3,020.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | -16.8% | -3.1% | -13.7% | -16.3% |
| 3M | -2.4% | -2.2% | -0.3% | -2.4% |
| 6M | +47.0% | -7.4% | +54.4% | +48.3% |
| YTD | -8.8% | +12.6% | -21.5% | -13.3% |
| 1Y | -6.3% | +22.8% | -29.1% | -12.8% |
| 3Y | +139.3% | +213.6% | -74.4% | +69.3% |
| 5Y | -12.1% | +211.2% | -223.3% | -38.6% |
| All | +3,772.8% | +752.0% | +3,020.9% | +2,375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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