+135.5%
SHOP vs WY
-24.9%
+160.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.3% |
| 7D | +2.1% | -5.4% | +7.5% | +4.1% |
| 30D | -16.8% | +7.9% | -24.7% | -19.0% |
| 3M | -2.4% | -16.6% | +14.2% | +4.2% |
| 6M | +47.0% | -11.2% | +58.2% | +52.5% |
| YTD | -8.8% | -11.3% | +2.5% | -7.2% |
| 1Y | -6.3% | -5.5% | -0.7% | -7.9% |
| All | +135.5% | -24.9% | +160.4% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling