+3,557.0%
SHOP vs WST
+446.4%
+3,110.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +2.8% | +1.4% | +1.5% | +2.3% |
| 30D | -14.2% | +12.7% | -26.9% | -18.5% |
| 3M | -5.5% | +17.2% | -22.7% | -11.8% |
| 6M | +32.8% | +26.7% | +6.1% | +19.6% |
| YTD | -8.9% | +50.3% | -59.2% | -25.1% |
| 1Y | -7.7% | +50.2% | -58.0% | -24.2% |
| 3Y | +139.0% | +21.7% | +117.3% | +85.3% |
| 5Y | -0.5% | +2.0% | -2.6% | -13.3% |
| 10Y | +3,557.0% | +451.1% | +3,105.9% | +919.3% |
| All | +3,557.0% | +446.4% | +3,110.6% | +919.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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