+3,781.0%
SHOP vs WSM
+1,131.4%
+2,649.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | -14.7% | +5.1% | -19.8% | -16.6% |
| 3M | -7.2% | +5.1% | -12.3% | -9.2% |
| 6M | +54.2% | +48.6% | +5.6% | +29.3% |
| YTD | -8.6% | +44.2% | -52.8% | -22.8% |
| 1Y | +0.5% | +38.1% | -37.6% | -13.7% |
| 3Y | +135.9% | +257.2% | -121.3% | +26.7% |
| 5Y | -11.9% | +165.1% | -177.0% | -48.6% |
| All | +3,781.0% | +1,131.4% | +2,649.6% | +1,285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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