+21,774.2%
SHW vs BBWI
+1,163.2%
+20,611.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.1% | -7.7% | +5.6% | -0.4% |
| 30D | +11.1% | +24.8% | -13.7% | +5.8% |
| 3M | -2.2% | +16.2% | -18.4% | -6.0% |
| 6M | +14.3% | +15.8% | -1.5% | +9.3% |
| YTD | +10.6% | +11.4% | -0.9% | +5.5% |
| 1Y | +4.1% | +3.2% | +0.9% | -0.3% |
| 3Y | +42.9% | -23.5% | +66.4% | +39.6% |
| 5Y | +14.2% | -67.4% | +81.6% | +29.6% |
| 10Y | +346.7% | -46.0% | +392.7% | +280.3% |
| All | +21,774.2% | +1,163.2% | +20,611.0% | +6,486.1% |
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