+8,434.7%
SHOP vs GWW
+542.9%
+7,891.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | +0.6% | +3.3% | -2.7% | -0.9% |
| 3M | +25.0% | +2.9% | +22.1% | +22.7% |
| 6M | +11.9% | +15.8% | -3.9% | +3.7% |
| YTD | -9.9% | +32.0% | -41.9% | -21.8% |
| 1Y | 0.0% | +29.9% | -29.9% | -12.8% |
| 3Y | +117.5% | +91.1% | +26.4% | +62.0% |
| 5Y | -6.6% | +223.9% | -230.6% | -43.5% |
| 10Y | +3,320.3% | +567.0% | +2,753.3% | +1,539.6% |
| All | +8,434.7% | +542.9% | +7,891.8% | +4,044.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling