+8,434.7%
SHOP vs BWA
+48.4%
+8,386.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.6% |
| 7D | -5.1% | +5.7% | -10.8% | -7.1% |
| 30D | +0.6% | +1.4% | -0.8% | -0.2% |
| 3M | +25.0% | -12.1% | +37.1% | +30.6% |
| 6M | +11.9% | +28.6% | -16.7% | -0.9% |
| YTD | -9.9% | +51.1% | -61.0% | -27.7% |
| 1Y | 0.0% | +55.9% | -55.9% | -21.2% |
| 3Y | +117.5% | +70.1% | +47.4% | +60.5% |
| 5Y | -6.6% | +90.7% | -97.3% | -34.8% |
| 10Y | +3,320.3% | +154.0% | +3,166.3% | +1,740.4% |
| All | +8,434.7% | +48.4% | +8,386.3% | +7,200.9% |
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