-9.3%
SHOP vs BWA
+88.6%
-97.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.7% |
| 7D | -4.1% | +4.3% | -8.4% | -6.0% |
| 30D | -11.5% | -2.9% | -8.6% | -10.5% |
| 3M | +21.1% | -12.4% | +33.5% | +28.2% |
| 6M | +3.0% | +28.6% | -25.6% | -12.5% |
| YTD | -16.7% | +48.2% | -64.9% | -38.5% |
| 1Y | -8.3% | +50.9% | -59.2% | -33.5% |
| 3Y | +112.8% | +72.2% | +40.7% | +34.6% |
| 5Y | -9.3% | +91.1% | -100.3% | -53.5% |
| All | -9.3% | +88.6% | -97.9% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling