0.0%
SHOP vs WFC
+13.8%
-13.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -5.1% | +3.8% | -8.9% | -6.8% |
| 30D | +0.6% | +1.5% | -0.9% | -0.2% |
| 3M | +25.0% | +10.9% | +14.2% | +18.6% |
| 6M | +11.9% | +8.4% | +3.5% | +6.4% |
| YTD | -9.9% | -1.9% | -8.0% | -8.6% |
| 1Y | 0.0% | +12.3% | -12.4% | -4.9% |
| All | 0.0% | +13.8% | -13.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling