+8,552.4%
SHOP vs NWSA
+97.5%
+8,454.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.5% |
| 7D | -1.2% | +2.2% | -3.4% | -2.6% |
| 30D | -14.7% | -8.8% | -6.0% | -9.9% |
| 3M | -7.2% | -6.5% | -0.7% | -3.6% |
| 6M | +54.2% | +1.5% | +52.7% | +51.9% |
| YTD | -8.6% | +4.0% | -12.7% | -11.0% |
| 1Y | +0.5% | +3.4% | -2.9% | -1.8% |
| 3Y | +135.9% | +34.8% | +101.1% | +99.4% |
| 5Y | -11.9% | +18.4% | -30.2% | -20.0% |
| 10Y | +3,608.8% | +149.2% | +3,459.6% | +2,098.0% |
| All | +8,552.4% | +97.5% | +8,454.9% | +4,990.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling