-12.1%
SHOP vs NWSA
+15.3%
-27.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | +0.5% |
| 7D | +2.1% | -0.8% | +2.9% | +2.9% |
| 30D | -16.8% | -11.3% | -5.5% | -6.9% |
| 3M | -2.4% | -8.1% | +5.6% | +4.9% |
| 6M | +47.0% | -0.7% | +47.7% | +44.5% |
| YTD | -8.8% | +1.3% | -10.1% | -12.1% |
| 1Y | -6.3% | -1.3% | -5.0% | -7.1% |
| 3Y | +139.3% | +28.4% | +110.9% | +73.1% |
| 5Y | -12.1% | +15.3% | -27.4% | -36.7% |
| All | -12.1% | +15.3% | -27.4% | -36.7% |
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