-12.8%
SHOP vs VWO
+34.0%
-46.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.5% |
| 7D | -11.2% | -1.8% | -9.5% | -8.4% |
| 30D | -14.4% | -0.1% | -14.3% | -14.2% |
| 3M | +16.6% | +2.2% | +14.3% | +10.6% |
| 6M | -0.6% | +8.8% | -9.3% | -17.2% |
| YTD | -20.0% | +12.4% | -32.4% | -38.0% |
| 1Y | -11.2% | +15.6% | -26.8% | -34.3% |
| 3Y | +99.5% | +62.5% | +37.0% | -28.0% |
| All | -12.8% | +34.0% | -46.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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