-7.7%
SHOP vs BWA
+13.5%
-21.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.6% |
| 7D | +2.8% | -2.4% | +5.3% | +2.7% |
| 30D | -14.2% | -17.7% | +3.5% | -14.8% |
| 3M | -5.5% | -27.0% | +21.5% | -6.5% |
| 6M | +32.8% | -17.3% | +50.1% | +32.8% |
| YTD | -8.9% | +12.9% | -21.8% | -15.8% |
| 1Y | -7.7% | +12.9% | -20.6% | -15.0% |
| All | -7.7% | +13.5% | -21.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling