+2,941.1%
SHOP vs WY
+7.2%
+2,933.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +1.2% |
| 7D | -13.2% | -3.7% | -9.5% | -11.5% |
| 30D | -17.0% | -11.3% | -5.7% | -11.7% |
| 3M | +17.0% | -8.1% | +25.2% | +21.6% |
| 6M | -2.1% | -7.4% | +5.3% | +0.6% |
| YTD | -21.4% | -4.7% | -16.7% | -21.4% |
| 1Y | -11.0% | -9.2% | -1.8% | -8.9% |
| 3Y | +100.9% | -24.7% | +125.6% | +126.1% |
| 5Y | -14.7% | -21.6% | +6.9% | -2.1% |
| All | +2,941.1% | +7.2% | +2,933.9% | +2,885.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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