+3,557.0%
SHOP vs BWA
+95.2%
+3,461.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.9% |
| 7D | +2.8% | -2.4% | +5.3% | +3.8% |
| 30D | -14.2% | -17.7% | +3.5% | -7.7% |
| 3M | -5.5% | -27.0% | +21.5% | +5.7% |
| 6M | +32.8% | -17.3% | +50.1% | +39.8% |
| YTD | -8.9% | +12.9% | -21.8% | -18.7% |
| 1Y | -7.7% | +12.9% | -20.6% | -17.7% |
| 3Y | +139.0% | +62.1% | +76.9% | +79.5% |
| 5Y | -0.5% | +30.7% | -31.2% | -21.2% |
| 10Y | +3,557.0% | +89.2% | +3,467.9% | +2,202.5% |
| All | +3,557.0% | +95.2% | +3,461.8% | +2,202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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