+8,434.7%
SHOP vs WY
+10.0%
+8,424.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.0% |
| 7D | -5.1% | -1.7% | -3.4% | -4.2% |
| 30D | +0.6% | -10.1% | +10.7% | +6.5% |
| 3M | +25.0% | -5.1% | +30.2% | +27.8% |
| 6M | +11.9% | -4.8% | +16.7% | +13.3% |
| YTD | -9.9% | -0.2% | -9.6% | -12.1% |
| 1Y | 0.0% | -6.6% | +6.6% | +0.8% |
| 3Y | +117.5% | -22.7% | +140.2% | +142.0% |
| 5Y | -6.6% | -22.2% | +15.6% | +7.2% |
| 10Y | +3,320.3% | +7.3% | +3,313.0% | +3,009.2% |
| All | +8,434.7% | +10.0% | +8,424.7% | +7,493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling