-2.9%
SHOP vs WST
-0.1%
-2.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.0% |
| 7D | -5.4% | -3.1% | -2.3% | -4.4% |
| 30D | -10.3% | +9.1% | -19.4% | -12.7% |
| 3M | +1.0% | +14.7% | -13.7% | -3.4% |
| 6M | +41.2% | +28.0% | +13.2% | +30.3% |
| YTD | -7.5% | +45.6% | -53.1% | -19.0% |
| 1Y | -4.6% | +45.7% | -50.2% | -16.5% |
| 3Y | +146.4% | +21.1% | +125.3% | +101.3% |
| All | -2.9% | -0.1% | -2.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling