+2,989.4%
SHOP vs BWA
+142.7%
+2,846.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.9% |
| 7D | -10.6% | +0.1% | -10.8% | -10.6% |
| 30D | -18.3% | -5.6% | -12.7% | -16.6% |
| 3M | +14.8% | -10.7% | +25.5% | +19.2% |
| 6M | -5.0% | +23.2% | -28.2% | -14.3% |
| YTD | -21.2% | +46.0% | -67.2% | -35.8% |
| 1Y | -11.6% | +51.2% | -62.8% | -29.3% |
| 3Y | +101.2% | +69.6% | +31.7% | +48.8% |
| 5Y | -15.7% | +86.6% | -102.3% | -40.7% |
| 10Y | +2,989.4% | +152.3% | +2,837.1% | +1,646.1% |
| All | +2,989.4% | +142.7% | +2,846.7% | +1,646.1% |
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