+338.5%
SHW vs BBWI
-48.2%
+386.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.7% | -4.5% | +5.2% | +1.5% |
| 30D | +8.4% | +17.1% | -8.7% | +5.5% |
| 3M | -2.2% | +17.5% | -19.7% | -5.4% |
| 6M | +13.3% | +12.8% | +0.5% | +10.0% |
| YTD | +9.2% | +8.2% | +1.1% | +5.9% |
| 1Y | +2.9% | -1.8% | +4.7% | +0.6% |
| 3Y | +41.1% | -25.8% | +66.9% | +39.7% |
| 5Y | +11.0% | -68.0% | +79.0% | +23.1% |
| All | +338.5% | -48.2% | +386.7% | +253.0% |
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