+8,434.7%
SHOP vs WWD
+631.0%
+7,803.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | +0.6% | -7.2% | +7.8% | +3.5% |
| 3M | +25.0% | -3.8% | +28.9% | +25.7% |
| 6M | +11.9% | -9.9% | +21.8% | +14.6% |
| YTD | -9.9% | +14.8% | -24.7% | -18.3% |
| 1Y | 0.0% | +42.1% | -42.1% | -18.5% |
| 3Y | +117.5% | +170.8% | -53.3% | +32.6% |
| 5Y | -6.6% | +197.5% | -204.2% | -46.0% |
| 10Y | +3,320.3% | +477.8% | +2,842.5% | +1,172.9% |
| All | +8,434.7% | +631.0% | +7,803.7% | +2,524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling