-0.7%
SHOP vs SW
-0.1%
-0.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.3% | +6.2% |
| 7D | -9.0% | +12.1% | -21.1% | -12.0% |
| 30D | -4.4% | +6.6% | -11.0% | -6.3% |
| 3M | +24.1% | -6.0% | +30.1% | +26.1% |
| 6M | +20.0% | +21.5% | -1.5% | +12.8% |
| YTD | -4.9% | +20.3% | -25.3% | -11.4% |
| 1Y | -4.9% | +28.1% | -33.1% | -13.1% |
| 3Y | +149.0% | +51.6% | +97.4% | +115.7% |
| 5Y | -0.7% | -0.1% | -0.5% | -15.1% |
| All | -0.7% | -0.1% | -0.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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