-11.2%
SHOP vs GWW
+218.6%
-229.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -1.2% | +3.6% | -4.8% | -3.4% |
| 30D | -14.7% | +12.1% | -26.8% | -20.7% |
| 3M | -7.2% | +12.9% | -20.1% | -14.2% |
| 6M | +54.2% | +19.3% | +34.9% | +36.0% |
| YTD | -8.6% | +48.7% | -57.3% | -32.0% |
| 1Y | +0.5% | +60.5% | -60.0% | -29.5% |
| 3Y | +135.9% | +93.3% | +42.7% | +45.1% |
| All | -11.2% | +218.6% | -229.8% | -64.6% |
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 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