+3,781.0%
SHOP vs WY
+5.0%
+3,776.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | -14.7% | +10.1% | -24.8% | -19.2% |
| 3M | -7.2% | -15.4% | +8.2% | +0.8% |
| 6M | +54.2% | -8.3% | +62.5% | +58.9% |
| YTD | -8.6% | -9.8% | +1.2% | -6.5% |
| 1Y | +0.5% | -3.9% | +4.4% | -1.0% |
| 3Y | +135.9% | -23.3% | +159.3% | +160.0% |
| 5Y | -11.9% | -31.2% | +19.3% | +7.1% |
| All | +3,781.0% | +5.0% | +3,776.0% | +3,684.8% |
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