+2,941.1%
SHOP vs WFC
+143.5%
+2,797.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -13.2% | +0.3% | -13.5% | -13.3% |
| 30D | -17.0% | +2.3% | -19.3% | -17.9% |
| 3M | +17.0% | +9.8% | +7.3% | +12.3% |
| 6M | -2.1% | +15.6% | -17.7% | -8.6% |
| YTD | -21.4% | -2.4% | -18.9% | -21.0% |
| 1Y | -11.0% | +13.8% | -24.8% | -16.1% |
| 3Y | +100.9% | +134.6% | -33.7% | +46.1% |
| 5Y | -14.7% | +127.9% | -142.6% | -36.2% |
| All | +2,941.1% | +143.5% | +2,797.5% | +2,314.9% |
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