The most believed current theory on The Shield is that they are here to protect CM-Punks' title reign until Royal Rumble for
his match against The Rock.
A second one is, that Punk knows nothing about these 3 and are "hired" by Paul Heyman; thus making them the next Paul Heyman generation; which may very well lead to the end of CM-Punk as WWE-champion, once Paul decides to cash in on the new guys, instead of his old "accomplishments"..
But what if, at the Royal Rumble, The Shield interferes on behalf of The Rock and making him win.. Can you imagine, The Rock standing tall with the WWE-championship accompanied by The Shield, revealing the next Raw that he set up the trio to "protect and serve" the belt on CM-Punk with revealing his Samoa-link to Roman Reigns, who looked for the right guys in nxt.
Don't forget that Wrestlemania is in New York, where CM-Punk gets more cheers than boo's, no matter what he is.. so how do you think the crowd would be with The Rock as heel and CM-Punk being what he has been for the last 372 days.. Best In The World !