+20,418.4%
SHW vs BBWI
+1,034.6%
+19,383.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | -9.5% | -5.2% | -4.3% | -8.8% |
| 3M | +11.5% | +11.1% | +0.4% | +8.3% |
| 6M | -3.5% | -13.4% | +9.8% | -2.0% |
| YTD | +3.7% | +0.1% | +3.6% | +1.7% |
| 1Y | -7.9% | -36.1% | +28.2% | -1.9% |
| 3Y | +24.7% | -44.1% | +68.8% | +30.9% |
| 5Y | +13.6% | -66.2% | +79.8% | +28.0% |
| 10Y | +283.0% | -54.8% | +337.7% | +240.6% |
| All | +20,418.4% | +1,034.6% | +19,383.8% | +6,246.0% |
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 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