+3,557.0%
SHOP vs WFC
+130.3%
+3,426.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +2.8% | +0.9% | +2.0% | +2.6% |
| 30D | -14.2% | +3.3% | -17.4% | -15.3% |
| 3M | -5.5% | -1.4% | -4.1% | -5.3% |
| 6M | +32.8% | +14.7% | +18.1% | +24.6% |
| YTD | -8.9% | -5.9% | -3.0% | -7.3% |
| 1Y | -7.7% | +1.8% | -9.6% | -9.1% |
| 3Y | +139.0% | +124.9% | +14.1% | +75.1% |
| 5Y | -0.5% | +92.7% | -93.3% | -23.2% |
| 10Y | +3,557.0% | +118.2% | +3,438.8% | +2,940.0% |
| All | +3,557.0% | +130.3% | +3,426.8% | +2,940.0% |
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