Square root of the diagonal of the analytical covariance matrix of w_g+ for the CMASS-UNIONS sample (green solid line). The individual contributions are cosmic variance (dashed; the P_ggP_II term is identical to the P_gI contribution); mixed clustering – ellipticity shot noise (dotted); mixed intrinsic – density shot noise (long dash-dotted); and pure shot noise (short dash-dotted). See Eq. (42) and text for details. For comparison, we plot the jackknife variance (purple solid line), which is in excellent agreement with the analytical covariance over the relevant scales.