+130.8%
WMT vs SHOP
-15.0%
+145.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +0.1% |
| 7D | -0.2% | -10.6% | +10.4% | +0.3% |
| 30D | -5.8% | -18.3% | +12.5% | -4.9% |
| 3M | -10.8% | +14.8% | -25.6% | -11.7% |
| 6M | -14.3% | -5.0% | -9.3% | -14.5% |
| YTD | -4.4% | -21.2% | +16.8% | -3.7% |
| 1Y | +4.3% | -11.6% | +15.9% | +4.0% |
| 3Y | +100.1% | +101.2% | -1.2% | +86.7% |
| 5Y | +130.8% | -15.7% | +146.5% | +112.7% |
| All | +130.8% | -15.0% | +145.8% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling