-15.7%
SHOP vs NWSA
+39.6%
-55.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -4.7% |
| 7D | -10.6% | -3.4% | -7.2% | -7.1% |
| 30D | -18.3% | +3.9% | -22.2% | -21.5% |
| 3M | +14.8% | +8.9% | +6.0% | +4.9% |
| 6M | -5.0% | +21.2% | -26.2% | -22.7% |
| YTD | -21.2% | +13.8% | -35.1% | -31.5% |
| 1Y | -11.6% | +1.4% | -13.0% | -13.8% |
| 3Y | +101.2% | +44.0% | +57.3% | +33.6% |
| 5Y | -15.7% | +40.5% | -56.2% | -45.7% |
| All | -15.7% | +39.6% | -55.3% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling