+8,434.7%
SHOP vs WSM
+658.0%
+7,776.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.5% |
| 7D | -5.1% | -3.3% | -1.8% | -3.7% |
| 30D | +0.6% | -8.4% | +9.0% | +4.5% |
| 3M | +25.0% | +9.7% | +15.4% | +19.8% |
| 6M | +11.9% | +16.7% | -4.8% | +3.9% |
| YTD | -9.9% | +28.7% | -38.5% | -20.1% |
| 1Y | 0.0% | +13.7% | -13.7% | -6.9% |
| 3Y | +117.5% | +230.1% | -112.6% | +19.9% |
| 5Y | -6.6% | +179.0% | -185.6% | -45.5% |
| 10Y | +3,320.3% | +1,002.5% | +2,317.8% | +1,014.3% |
| All | +8,434.7% | +658.0% | +7,776.7% | +3,259.2% |
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