+124.0%
SHOP vs WFC
+137.6%
-13.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -5.1% | +3.8% | -8.9% | -7.6% |
| 30D | +0.6% | +1.5% | -0.9% | -0.7% |
| 3M | +25.0% | +10.9% | +14.2% | +15.5% |
| 6M | +11.9% | +8.4% | +3.5% | +3.9% |
| YTD | -9.9% | -1.9% | -8.0% | -9.5% |
| 1Y | 0.0% | +12.3% | -12.4% | -10.0% |
| All | +124.0% | +137.6% | -13.6% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling