+8,659.4%
SHOP vs BBWI
-55.7%
+8,715.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.9% | +4.5% |
| 7D | -5.4% | -6.2% | +0.7% | -3.7% |
| 30D | -10.3% | +19.9% | -30.2% | -14.8% |
| 3M | +1.0% | +7.1% | -6.2% | -1.8% |
| 6M | +41.2% | +13.7% | +27.6% | +33.9% |
| YTD | -7.5% | +9.6% | -17.1% | -12.7% |
| 1Y | -4.6% | -1.6% | -2.9% | -8.8% |
| 3Y | +146.4% | -25.9% | +172.3% | +147.7% |
| 5Y | -2.5% | -67.8% | +65.3% | +15.5% |
| 10Y | +3,703.6% | -43.5% | +3,747.1% | +3,541.3% |
| All | +8,659.4% | -55.7% | +8,715.1% | +8,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling