+139.0%
SHOP vs WPM
+225.6%
-86.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.4% |
| 7D | +2.8% | +16.4% | -13.5% | -0.5% |
| 30D | -14.2% | -1.5% | -12.7% | -14.2% |
| 3M | -5.5% | +2.6% | -8.1% | -6.4% |
| 6M | +32.8% | -1.3% | +34.1% | +31.5% |
| YTD | -8.9% | +16.8% | -25.7% | -12.6% |
| 1Y | -7.7% | +34.1% | -41.8% | -13.3% |
| 3Y | +139.0% | +225.1% | -86.1% | +71.6% |
| All | +139.0% | +225.6% | -86.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling