+284.1%
SHW vs BBWI
-58.2%
+342.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | -0.6% |
| 7D | -3.2% | -4.4% | +1.2% | -2.5% |
| 30D | -11.4% | -7.4% | -4.0% | -10.5% |
| 3M | +3.5% | -2.2% | +5.7% | +3.5% |
| 6M | -3.4% | -16.3% | +13.0% | -1.4% |
| YTD | -0.3% | -9.1% | +8.8% | -0.1% |
| 1Y | -10.4% | -34.5% | +24.1% | -6.0% |
| 3Y | +21.3% | -47.0% | +68.3% | +27.5% |
| 5Y | +12.9% | -68.8% | +81.7% | +26.1% |
| 10Y | +284.1% | -57.4% | +341.5% | +231.7% |
| All | +284.1% | -58.2% | +342.3% | +231.7% |
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