-11.6%
SHOP vs BBWI
-35.2%
+23.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.3% | +0.8% | -4.7% |
| 7D | -10.6% | -4.4% | -6.2% | -10.1% |
| 30D | -18.3% | -7.4% | -10.9% | -17.6% |
| 3M | +14.8% | -2.2% | +17.1% | +14.9% |
| 6M | -5.0% | -16.3% | +11.3% | -3.9% |
| YTD | -21.2% | -9.1% | -12.1% | -20.2% |
| 1Y | -11.6% | -34.5% | +22.9% | -5.2% |
| All | -11.6% | -35.2% | +23.6% | -5.2% |
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 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