+54.2%
SHOP vs NWSA
+2.4%
+51.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.6% |
| 7D | -1.2% | +2.2% | -3.4% | -2.7% |
| 30D | -14.7% | -8.8% | -6.0% | -10.0% |
| 3M | -7.2% | -6.5% | -0.7% | -3.6% |
| 6M | +54.2% | +1.5% | +52.7% | +48.3% |
| All | +54.2% | +2.4% | +51.8% | +48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling