+3,003.4%
SHOP vs WWD
+476.2%
+2,527.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.6% | -6.8% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -11.5% | -6.4% | -5.1% | -9.4% |
| 3M | +21.1% | -5.6% | +26.7% | +22.6% |
| 6M | +3.0% | -9.1% | +12.1% | +4.9% |
| YTD | -16.7% | +12.5% | -29.2% | -23.3% |
| 1Y | -8.3% | +41.3% | -49.6% | -23.9% |
| 3Y | +112.8% | +170.2% | -57.4% | +35.1% |
| 5Y | -9.3% | +192.5% | -201.7% | -44.9% |
| 10Y | +3,003.4% | +476.9% | +2,526.6% | +1,434.7% |
| All | +3,003.4% | +476.2% | +2,527.2% | +1,434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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