+660.4%
WDC vs SHOP
+3,499.6%
-2,839.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.6% |
| 7D | -16.7% | +2.8% | -19.6% | -17.2% |
| 30D | -27.2% | -14.2% | -13.0% | -24.6% |
| 3M | -34.0% | -5.5% | -28.5% | -33.6% |
| 6M | -39.7% | +32.8% | -72.5% | -45.5% |
| YTD | +68.1% | -8.9% | +77.0% | +63.9% |
| 1Y | +66.3% | -7.7% | +74.0% | +61.5% |
| 3Y | +754.4% | +139.0% | +615.4% | +516.5% |
| 5Y | +595.8% | -0.5% | +596.3% | +454.6% |
| 10Y | +660.4% | +3,557.0% | -2,896.6% | +146.2% |
| All | +660.4% | +3,499.6% | -2,839.2% | +146.2% |
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