+11.9%
SHOP vs BBWI
-15.2%
+27.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.0% |
| 7D | -5.1% | +1.5% | -6.6% | -5.3% |
| 30D | +0.6% | -5.2% | +5.8% | +1.5% |
| 3M | +25.0% | +11.1% | +13.9% | +22.0% |
| 6M | +11.9% | -13.4% | +25.3% | +14.6% |
| All | +11.9% | -15.2% | +27.1% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling