+8,844.7%
SHOP vs WST
+689.1%
+8,155.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.7% |
| 7D | -2.7% | +1.3% | -3.9% | -3.1% |
| 30D | -11.0% | +12.9% | -23.9% | -15.5% |
| 3M | +0.3% | +16.7% | -16.3% | -6.2% |
| 6M | +37.7% | +26.8% | +10.9% | +24.1% |
| YTD | -5.5% | +50.5% | -56.0% | -22.2% |
| 1Y | -0.2% | +52.9% | -53.1% | -18.6% |
| 3Y | +151.9% | +23.9% | +128.0% | +94.0% |
| 5Y | -2.2% | +1.0% | -3.2% | -14.6% |
| 10Y | +3,647.2% | +451.4% | +3,195.8% | +1,188.8% |
| All | +8,844.7% | +689.1% | +8,155.6% | +2,867.9% |
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