+15.0%
SHW vs BBWI
-66.8%
+81.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | -1.2% | +1.6% | -2.7% | -1.5% |
| 30D | -11.6% | -6.2% | -5.4% | -10.8% |
| 3M | +9.1% | +4.3% | +4.8% | +7.9% |
| 6M | -0.7% | -7.2% | +6.5% | -0.4% |
| YTD | +1.4% | -3.0% | +4.4% | +0.4% |
| 1Y | -12.3% | -30.8% | +18.5% | -8.3% |
| 3Y | +23.4% | -43.4% | +66.8% | +28.0% |
| 5Y | +15.0% | -66.7% | +81.7% | +28.4% |
| All | +15.0% | -66.8% | +81.8% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling