+8,659.4%
SHOP vs BWA
+7.3%
+8,652.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.6% |
| 7D | -5.4% | -5.5% | 0.0% | -3.4% |
| 30D | -10.3% | -21.7% | +11.4% | -1.5% |
| 3M | +1.0% | -25.6% | +26.6% | +12.4% |
| 6M | +41.2% | -17.4% | +58.7% | +48.7% |
| YTD | -7.5% | +9.2% | -16.7% | -16.3% |
| 1Y | -4.6% | +9.7% | -14.3% | -13.9% |
| 3Y | +146.4% | +54.6% | +91.8% | +88.9% |
| 5Y | -2.5% | +26.8% | -29.3% | -21.0% |
| 10Y | +3,703.6% | +89.0% | +3,614.6% | +2,183.0% |
| All | +8,659.4% | +7.3% | +8,652.1% | +8,355.1% |
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 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