+8,680.0%
SHOP vs WU
-40.8%
+8,720.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +3.3% |
| 7D | -2.5% | +2.1% | -4.6% | -4.0% |
| 30D | -16.7% | +10.1% | -26.9% | -21.1% |
| 3M | -2.2% | -1.1% | -1.0% | -2.2% |
| 6M | +45.6% | -19.8% | +65.4% | +59.6% |
| YTD | -7.3% | -20.8% | +13.5% | +1.7% |
| 1Y | -6.1% | -15.1% | +9.0% | -0.8% |
| 3Y | +143.3% | -23.2% | +166.5% | +161.5% |
| 5Y | +0.2% | -42.6% | +42.8% | +25.2% |
| 10Y | +3,663.5% | -38.9% | +3,702.4% | +3,810.5% |
| All | +8,680.0% | -40.8% | +8,720.8% | +9,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling