+544.2%
WMT vs SHOP
+3,581.9%
-3,037.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | -1.2% | +3.3% | +2.1% |
| 30D | +10.3% | -14.7% | +25.0% | +11.3% |
| 3M | +11.0% | -7.2% | +18.2% | +11.2% |
| 6M | -2.3% | +54.2% | -56.5% | -5.6% |
| YTD | +15.7% | -8.6% | +24.3% | +15.2% |
| 1Y | +26.0% | +0.5% | +25.5% | +24.4% |
| 3Y | +136.5% | +135.9% | +0.6% | +115.8% |
| 5Y | +176.8% | -11.9% | +188.7% | +161.1% |
| All | +544.2% | +3,581.9% | -3,037.6% | +397.0% |
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