+3,772.8%
SHOP vs BBWI
-48.2%
+3,821.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -0.9% |
| 7D | +2.1% | -4.5% | +6.6% | +3.3% |
| 30D | -16.8% | +17.1% | -34.0% | -20.5% |
| 3M | -2.4% | +17.5% | -19.9% | -7.4% |
| 6M | +47.0% | +12.8% | +34.2% | +39.7% |
| YTD | -8.8% | +8.2% | -17.0% | -13.6% |
| 1Y | -6.3% | -1.8% | -4.5% | -10.3% |
| 3Y | +139.3% | -25.8% | +165.1% | +140.5% |
| 5Y | -12.1% | -68.0% | +55.9% | +3.9% |
| All | +3,772.8% | -48.2% | +3,821.0% | +3,219.3% |
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