+3,663.5%
SHOP vs WFC
+120.6%
+3,542.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.5% | -1.3% | -1.2% | -1.9% |
| 30D | -16.7% | +3.6% | -20.3% | -17.9% |
| 3M | -2.2% | -1.3% | -0.9% | -2.0% |
| 6M | +45.6% | +18.0% | +27.6% | +34.9% |
| YTD | -7.3% | -5.9% | -1.4% | -5.6% |
| 1Y | -6.1% | +1.8% | -7.9% | -7.5% |
| 3Y | +143.3% | +125.0% | +18.3% | +78.2% |
| 5Y | +0.2% | +92.0% | -91.8% | -22.6% |
| 10Y | +3,663.5% | +117.9% | +3,545.6% | +2,992.9% |
| All | +3,663.5% | +120.6% | +3,542.9% | +2,992.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling