+8,552.4%
SHOP vs WY
-0.6%
+8,552.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 3M | -7.2% | -15.4% | +8.2% | +0.9% |
| 6M | +54.2% | -8.3% | +62.5% | +59.0% |
| YTD | -8.6% | -9.8% | +1.2% | -6.4% |
| 1Y | +0.5% | -3.9% | +4.4% | -1.0% |
| 3Y | +135.9% | -23.3% | +159.3% | +160.3% |
| 5Y | -11.9% | -31.2% | +19.3% | +7.4% |
| 10Y | +3,608.8% | +5.5% | +3,603.2% | +3,251.9% |
| All | +8,552.4% | -0.6% | +8,552.9% | +7,984.1% |
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