+112.8%
SHOP vs NWSA
+44.8%
+68.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -5.7% |
| 7D | -4.1% | -2.6% | -1.4% | -1.4% |
| 30D | -11.5% | +4.6% | -16.1% | -15.3% |
| 3M | +21.1% | +10.2% | +10.9% | +9.8% |
| 6M | +3.0% | +21.6% | -18.6% | -15.6% |
| YTD | -16.7% | +14.6% | -31.3% | -27.5% |
| 1Y | -8.3% | +0.4% | -8.6% | -8.8% |
| 3Y | +112.8% | +45.0% | +67.8% | +37.3% |
| All | +112.8% | +44.8% | +68.0% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling