-4.9%
SHOP vs NWSA
+18.2%
-23.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +4.1% |
| 7D | -9.0% | +4.3% | -13.3% | -12.1% |
| 30D | -4.4% | +5.6% | -10.0% | -8.9% |
| 3M | +24.1% | +7.3% | +16.9% | +16.4% |
| 6M | +20.0% | +18.8% | +1.1% | +2.8% |
| YTD | -4.9% | +17.9% | -22.8% | -20.1% |
| 1Y | -4.9% | +19.3% | -24.3% | -20.3% |
| All | -4.9% | +18.2% | -23.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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