-14.7%
SHOP vs ITW
+35.1%
-49.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.6% |
| 7D | -13.2% | -2.4% | -10.8% | -11.1% |
| 30D | -17.0% | -9.5% | -7.5% | -8.7% |
| 3M | +17.0% | +6.6% | +10.4% | +9.7% |
| 6M | -2.1% | -1.8% | -0.4% | -1.9% |
| YTD | -21.4% | +9.0% | -30.4% | -31.0% |
| 1Y | -11.0% | +3.6% | -14.5% | -18.0% |
| 3Y | +100.9% | +19.4% | +81.5% | +55.3% |
| 5Y | -14.7% | +36.4% | -51.1% | -50.7% |
| All | -14.7% | +35.1% | -49.8% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling