+8,659.4%
SHOP vs WST
+663.7%
+7,995.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.8% |
| 7D | -5.4% | -3.1% | -2.3% | -4.1% |
| 30D | -10.3% | +9.1% | -19.4% | -13.5% |
| 3M | +1.0% | +14.7% | -13.7% | -4.8% |
| 6M | +41.2% | +28.0% | +13.2% | +26.8% |
| YTD | -7.5% | +45.6% | -53.1% | -22.8% |
| 1Y | -4.6% | +45.7% | -50.2% | -20.4% |
| 3Y | +146.4% | +21.1% | +125.3% | +91.2% |
| 5Y | -2.5% | +0.3% | -2.9% | -15.0% |
| 10Y | +3,703.6% | +449.0% | +3,254.6% | +1,213.0% |
| All | +8,659.4% | +663.7% | +7,995.7% | +2,847.9% |
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