+3,781.0%
SHOP vs BBWI
-47.4%
+3,828.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | -14.7% | +12.9% | -27.6% | -17.6% |
| 3M | -7.2% | +16.0% | -23.2% | -11.6% |
| 6M | +54.2% | +16.6% | +37.6% | +45.2% |
| YTD | -8.6% | +9.7% | -18.4% | -13.8% |
| 1Y | +0.5% | +1.5% | -1.0% | -4.7% |
| 3Y | +135.9% | -21.4% | +157.3% | +133.6% |
| 5Y | -11.9% | -67.6% | +55.7% | +3.7% |
| All | +3,781.0% | -47.4% | +3,828.4% | +3,213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling