+421.1%
WMT vs SHOP
+3,058.7%
-2,637.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -2.5% | -13.2% | +10.7% | -1.6% |
| 30D | -6.4% | -17.0% | +10.6% | -5.4% |
| 3M | -12.1% | +17.0% | -29.1% | -13.3% |
| 6M | -15.0% | -2.1% | -12.8% | -15.4% |
| YTD | -4.5% | -21.4% | +16.9% | -3.8% |
| 1Y | +6.2% | -11.0% | +17.2% | +5.6% |
| 3Y | +99.9% | +100.9% | -1.0% | +84.2% |
| 5Y | +131.4% | -14.7% | +146.1% | +118.2% |
| All | +421.1% | +3,058.7% | -2,637.6% | +290.0% |
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