+2,941.1%
SHOP vs WU
-39.5%
+2,980.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -13.2% | -5.0% | -8.3% | -11.0% |
| 30D | -17.0% | -2.3% | -14.8% | -16.0% |
| 3M | +17.0% | -3.2% | +20.2% | +17.4% |
| 6M | -2.1% | -25.0% | +22.9% | +11.2% |
| YTD | -21.4% | -21.7% | +0.3% | -12.9% |
| 1Y | -11.0% | -9.0% | -2.0% | -9.3% |
| 3Y | +100.9% | -28.9% | +129.8% | +125.8% |
| 5Y | -14.7% | -51.0% | +36.3% | +13.5% |
| All | +2,941.1% | -39.5% | +2,980.5% | +3,012.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling