+642.9%
WDC vs SHOP
+3,581.9%
-2,939.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | -1.2% | +13.3% | +12.5% |
| 30D | -18.8% | -14.7% | -4.1% | -15.7% |
| 3M | -39.3% | -7.2% | -32.1% | -38.6% |
| 6M | -40.1% | +54.2% | -94.3% | -47.7% |
| YTD | +71.8% | -8.6% | +80.4% | +67.4% |
| 1Y | +88.5% | +0.5% | +88.0% | +79.0% |
| 3Y | +770.0% | +135.9% | +634.0% | +529.6% |
| 5Y | +549.0% | -11.9% | +560.9% | +435.9% |
| All | +642.9% | +3,581.9% | -2,939.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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