Does your calendar look like this after adding shortcode?

The main reason your calendar will look like this is because how sometimes wordpress WISYWYG editor adds pre tags around shortcodes automatically assuming shortcodes is a part of a code. This interfere with styles of your calendar and thus create these awfully large white spaces around HTML elements.

Here is how to fix it

in WP Admin go to the page where you have the shortcode in use and switch to Text mode in the WISYWYG editor and make sure there are NO pre tags around the shortcode. (See below image for more details)