+3,003.4%
SHOP vs WST
+321.8%
+2,681.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.3% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -11.5% | -4.6% | -6.9% | -9.8% |
| 3M | +21.1% | +5.7% | +15.4% | +17.8% |
| 6M | +3.0% | +37.6% | -34.6% | -11.4% |
| YTD | -16.7% | +23.0% | -39.7% | -25.2% |
| 1Y | -8.3% | +33.8% | -42.1% | -21.4% |
| 3Y | +112.8% | -13.4% | +126.2% | +99.0% |
| 5Y | -9.3% | -27.0% | +17.7% | -6.5% |
| 10Y | +3,003.4% | +324.5% | +2,678.9% | +1,079.7% |
| All | +3,003.4% | +321.8% | +2,681.6% | +1,079.7% |
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