+3,781.0%
SHOP vs WWD
+439.4%
+3,341.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -1.2% | +4.0% | -5.2% | -2.7% |
| 30D | -14.7% | +0.4% | -15.1% | -15.1% |
| 3M | -7.2% | -7.9% | +0.7% | -4.7% |
| 6M | +54.2% | -10.6% | +64.8% | +58.6% |
| YTD | -8.6% | +9.4% | -18.0% | -15.3% |
| 1Y | +0.5% | +25.7% | -25.2% | -12.8% |
| 3Y | +135.9% | +148.5% | -12.6% | +53.3% |
| 5Y | -11.9% | +189.5% | -201.4% | -46.5% |
| All | +3,781.0% | +439.4% | +3,341.7% | +1,792.3% |
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