+420.1%
WDC vs SHOP
+8,680.0%
-8,259.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +7.9% |
| 7D | -3.2% | -2.5% | -0.8% | -2.5% |
| 30D | -19.0% | -16.7% | -2.3% | -15.6% |
| 3M | -28.4% | -2.2% | -26.2% | -28.5% |
| 6M | -39.2% | +45.6% | -84.8% | -45.7% |
| YTD | +82.1% | -7.3% | +89.3% | +77.1% |
| 1Y | +84.7% | -6.1% | +90.7% | +79.0% |
| 3Y | +825.6% | +143.3% | +682.3% | +582.4% |
| 5Y | +608.2% | +0.2% | +608.0% | +469.4% |
| 10Y | +695.1% | +3,663.5% | -2,968.4% | +172.2% |
| All | +420.1% | +8,680.0% | -8,259.9% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling