-4.9%
SHOP vs GWW
+55.5%
-60.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.8% | +6.1% |
| 7D | -9.0% | +11.1% | -20.1% | -10.5% |
| 30D | -4.4% | +15.7% | -20.2% | -6.5% |
| 3M | +24.1% | +14.8% | +9.4% | +21.5% |
| 6M | +20.0% | +30.9% | -10.9% | +13.0% |
| YTD | -4.9% | +48.5% | -53.4% | -15.9% |
| 1Y | -4.9% | +57.1% | -62.0% | -20.6% |
| All | -4.9% | +55.5% | -60.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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