+8,680.0%
SHOP vs BWA
+12.7%
+8,667.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.2% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | -16.7% | -14.6% | -2.1% | -11.5% |
| 3M | -2.2% | -26.2% | +24.0% | +9.3% |
| 6M | +45.6% | -18.4% | +64.0% | +54.5% |
| YTD | -7.3% | +14.7% | -21.9% | -17.7% |
| 1Y | -6.1% | +13.3% | -19.4% | -16.3% |
| 3Y | +143.3% | +64.7% | +78.6% | +82.0% |
| 5Y | +0.2% | +32.2% | -32.0% | -20.2% |
| 10Y | +3,663.5% | +96.8% | +3,566.7% | +2,126.2% |
| All | +8,680.0% | +12.7% | +8,667.3% | +8,215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling