-4.9%
SHOP vs ITW
+24.0%
-29.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +7.0% |
| 7D | -9.0% | +6.3% | -15.3% | -9.5% |
| 30D | -4.4% | +11.1% | -15.5% | -5.2% |
| 3M | +24.1% | +0.1% | +24.0% | +23.5% |
| 6M | +20.0% | +18.1% | +1.9% | +21.9% |
| YTD | -4.9% | +21.4% | -26.3% | -6.8% |
| 1Y | -4.9% | +22.9% | -27.8% | -9.0% |
| All | -4.9% | +24.0% | -29.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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