-10.4%
SHW vs BBWI
-35.0%
+24.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -4.5% | -8.0% | +3.6% | -3.4% |
| 30D | -12.7% | -6.6% | -6.1% | -12.0% |
| 3M | +4.7% | -2.7% | +7.4% | +5.2% |
| 6M | -3.4% | -12.8% | +9.3% | -2.3% |
| YTD | -1.3% | -10.5% | +9.1% | -0.2% |
| 1Y | -10.4% | -35.3% | +25.0% | -7.2% |
| All | -10.4% | -35.0% | +24.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling