-11.0%
SHOP vs NWSA
+1.3%
-12.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.5% |
| 7D | -13.2% | -4.8% | -8.5% | -9.5% |
| 30D | -17.0% | +3.0% | -20.0% | -18.8% |
| 3M | +17.0% | +9.3% | +7.7% | +8.9% |
| 6M | -2.1% | +23.2% | -25.3% | -16.8% |
| YTD | -21.4% | +13.3% | -34.7% | -30.2% |
| 1Y | -11.0% | +2.9% | -13.9% | -16.6% |
| All | -11.0% | +1.3% | -12.3% | -16.6% |
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