-4.6%
SHOP vs WST
+42.2%
-46.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.1% |
| 7D | -5.4% | -3.1% | -2.3% | -4.7% |
| 30D | -10.3% | +9.1% | -19.4% | -11.9% |
| 3M | +1.0% | +14.7% | -13.7% | -1.9% |
| 6M | +41.2% | +28.0% | +13.2% | +34.4% |
| YTD | -7.5% | +45.6% | -53.1% | -13.2% |
| 1Y | -4.6% | +45.7% | -50.2% | -10.4% |
| All | -4.6% | +42.2% | -46.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling