+151.9%
SHOP vs BBWI
-25.2%
+177.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.6% |
| 7D | -2.7% | -6.2% | +3.5% | -0.9% |
| 30D | -11.0% | +25.5% | -36.5% | -16.5% |
| 3M | +0.3% | +8.0% | -7.7% | -2.6% |
| 6M | +37.7% | +12.7% | +25.0% | +30.9% |
| YTD | -5.5% | +11.6% | -17.2% | -11.4% |
| 1Y | -0.2% | -0.9% | +0.7% | -4.1% |
| 3Y | +151.9% | -22.7% | +174.6% | +187.3% |
| All | +151.9% | -25.2% | +177.1% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling