+8,434.7%
SHOP vs WST
+549.4%
+7,885.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | +0.6% | -3.1% | +3.7% | +1.9% |
| 3M | +25.0% | +7.2% | +17.8% | +20.9% |
| 6M | +11.9% | +36.8% | -24.9% | -3.7% |
| YTD | -9.9% | +23.8% | -33.7% | -19.4% |
| 1Y | 0.0% | +37.8% | -37.8% | -15.5% |
| 3Y | +117.5% | -15.9% | +133.4% | +107.3% |
| 5Y | -6.6% | -25.8% | +19.2% | -5.4% |
| 10Y | +3,320.3% | +319.6% | +3,000.7% | +1,218.8% |
| All | +8,434.7% | +549.4% | +7,885.3% | +2,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling