+2,989.4%
SHOP vs BBWI
-58.2%
+3,047.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.3% | +0.8% | -3.8% |
| 7D | -10.6% | -4.4% | -6.2% | -9.5% |
| 30D | -18.3% | -7.4% | -10.9% | -16.9% |
| 3M | +14.8% | -2.2% | +17.1% | +14.4% |
| 6M | -5.0% | -16.3% | +11.3% | -2.4% |
| YTD | -21.2% | -9.1% | -12.1% | -21.4% |
| 1Y | -11.6% | -34.5% | +22.9% | -5.1% |
| 3Y | +101.2% | -47.0% | +148.2% | +122.3% |
| 5Y | -15.7% | -68.8% | +53.1% | +2.4% |
| 10Y | +2,989.4% | -57.4% | +3,046.8% | +2,822.8% |
| All | +2,989.4% | -58.2% | +3,047.7% | +2,822.8% |
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