+2,941.1%
SHOP vs WSM
+1,058.9%
+1,882.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.6% |
| 7D | -13.2% | +0.4% | -13.7% | -13.4% |
| 30D | -17.0% | -10.7% | -6.3% | -12.9% |
| 3M | +17.0% | +8.5% | +8.5% | +12.8% |
| 6M | -2.1% | +19.6% | -21.8% | -10.1% |
| YTD | -21.4% | +26.6% | -48.0% | -29.7% |
| 1Y | -11.0% | +12.0% | -22.9% | -16.5% |
| 3Y | +100.9% | +226.6% | -125.7% | +12.4% |
| 5Y | -14.7% | +174.1% | -188.8% | -49.6% |
| All | +2,941.1% | +1,058.9% | +1,882.2% | +1,083.0% |
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