+7,788.2%
SHOP vs WTW
+199.1%
+7,589.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -5.8% |
| 7D | -4.1% | -2.7% | -1.4% | -2.3% |
| 30D | -11.5% | -5.6% | -5.9% | -8.3% |
| 3M | +21.1% | +26.5% | -5.5% | +3.8% |
| 6M | +3.0% | +8.1% | -5.1% | -3.3% |
| YTD | -16.7% | -0.3% | -16.4% | -18.9% |
| 1Y | -8.3% | -0.9% | -7.4% | -11.2% |
| 3Y | +112.8% | +66.6% | +46.2% | +37.6% |
| 5Y | -9.3% | +54.0% | -63.2% | -36.8% |
| 10Y | +3,003.4% | +198.1% | +2,805.3% | +1,198.1% |
| All | +7,788.2% | +199.1% | +7,589.1% | +2,776.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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