+8,534.1%
SHOP vs WSM
+737.1%
+7,797.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +0.3% |
| 7D | +2.1% | -3.2% | +5.3% | +3.5% |
| 30D | -16.8% | +4.6% | -21.5% | -18.5% |
| 3M | -2.4% | +2.4% | -4.9% | -3.4% |
| 6M | +47.0% | +43.7% | +3.3% | +25.0% |
| YTD | -8.8% | +42.1% | -50.9% | -22.6% |
| 1Y | -6.3% | +32.3% | -38.5% | -18.0% |
| 3Y | +139.3% | +253.0% | -113.7% | +28.4% |
| 5Y | -12.1% | +161.3% | -173.4% | -48.2% |
| 10Y | +3,601.0% | +1,105.9% | +2,495.1% | +1,062.0% |
| All | +8,534.1% | +737.1% | +7,797.1% | +3,156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling