+419.1%
WMT vs SHOP
+8,434.7%
-8,015.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | +3.9% | -5.1% | +9.0% | +4.2% |
| 30D | -4.4% | +0.6% | -5.0% | -4.5% |
| 3M | -8.8% | +25.0% | -33.8% | -10.2% |
| 6M | -15.6% | +11.9% | -27.5% | -16.7% |
| YTD | -3.2% | -9.9% | +6.6% | -3.4% |
| 1Y | +7.0% | 0.0% | +7.1% | +5.9% |
| 3Y | +105.3% | +117.5% | -12.2% | +90.2% |
| 5Y | +129.3% | -6.6% | +135.9% | +115.6% |
| 10Y | +423.9% | +3,320.3% | -2,896.4% | +310.7% |
| All | +419.1% | +8,434.7% | -8,015.6% | +299.6% |
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