Shakespeare's Politics

Do we know what shakespeare's own politics were? Do we know if he did side with the catholics as any of that clear in his work? Or is it all speculation, thinking about what he might have thought? I think it will remain speculation. He would have distant, distanced himself from aspects of the gunpowder plot. And for that reason, many critics over the yers have seen that macbeth, and the demise of macbeth in that play, is actually an indicationof shakespeare's anger at the gunpowder Plot.