+2,941.1%
SHOP vs GWW
+565.7%
+2,375.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -13.2% | -3.1% | -10.1% | -11.9% |
| 30D | -17.0% | -2.3% | -14.7% | -16.2% |
| 3M | +17.0% | -3.3% | +20.3% | +18.2% |
| 6M | -2.1% | +15.4% | -17.5% | -9.1% |
| YTD | -21.4% | +26.7% | -48.1% | -30.5% |
| 1Y | -11.0% | +29.0% | -39.9% | -22.0% |
| 3Y | +100.9% | +89.0% | +11.9% | +50.8% |
| 5Y | -14.7% | +221.8% | -236.5% | -47.8% |
| All | +2,941.1% | +565.7% | +2,375.4% | +1,498.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling