-15.7%
SHOP vs WY
-20.4%
+4.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.1% |
| 7D | -10.6% | -1.7% | -8.9% | -9.4% |
| 30D | -18.3% | -9.9% | -8.4% | -11.6% |
| 3M | +14.8% | -7.5% | +22.3% | +20.7% |
| 6M | -5.0% | -5.1% | +0.1% | -3.4% |
| YTD | -21.2% | -2.1% | -19.1% | -23.7% |
| 1Y | -11.6% | -7.3% | -4.3% | -10.6% |
| 3Y | +101.2% | -22.6% | +123.9% | +130.8% |
| 5Y | -15.7% | -19.8% | +4.1% | +6.0% |
| All | -15.7% | -20.4% | +4.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling