-4.9%
SHOP vs BBWI
+2.4%
-7.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +6.8% |
| 7D | -9.0% | +8.8% | -17.8% | -9.9% |
| 30D | -4.4% | +34.8% | -39.2% | -7.8% |
| 3M | +24.1% | +12.9% | +11.2% | +21.7% |
| 6M | +20.0% | +29.6% | -9.6% | +15.6% |
| YTD | -4.9% | +20.8% | -25.7% | -6.9% |
| 1Y | -4.9% | +4.1% | -9.0% | -6.7% |
| All | -4.9% | +2.4% | -7.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling