-15.7%
SHOP vs GWW
+221.1%
-236.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -4.9% |
| 7D | -10.6% | -0.5% | -10.2% | -10.2% |
| 30D | -18.3% | -1.4% | -16.9% | -17.5% |
| 3M | +14.8% | -3.6% | +18.5% | +16.6% |
| 6M | -5.0% | +15.1% | -20.1% | -15.1% |
| YTD | -21.2% | +27.5% | -48.7% | -35.3% |
| 1Y | -11.6% | +29.6% | -41.2% | -28.4% |
| 3Y | +101.2% | +90.1% | +11.2% | +24.5% |
| 5Y | -15.7% | +222.6% | -238.3% | -65.2% |
| All | -15.7% | +221.1% | -236.8% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling