+8,434.7%
SHOP vs NWSA
+121.8%
+8,312.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | -5.1% | -1.9% | -3.2% | -3.9% |
| 30D | +0.6% | +4.6% | -4.0% | -2.4% |
| 3M | +25.0% | +13.2% | +11.8% | +15.4% |
| 6M | +11.9% | +27.0% | -15.1% | -3.9% |
| YTD | -9.9% | +16.8% | -26.7% | -18.1% |
| 1Y | 0.0% | +4.5% | -4.6% | -3.0% |
| 3Y | +117.5% | +46.2% | +71.3% | +75.5% |
| 5Y | -6.6% | +40.9% | -47.6% | -22.9% |
| 10Y | +3,320.3% | +145.1% | +3,175.2% | +1,923.0% |
| All | +8,434.7% | +121.8% | +8,312.9% | +4,580.5% |
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