+21,748.4%
SHW vs BBWI
+1,159.1%
+20,589.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.2% | -4.2% | +8.5% | +5.3% |
| 30D | +11.3% | +24.9% | -13.6% | +5.9% |
| 3M | -1.8% | +13.2% | -15.0% | -5.1% |
| 6M | +12.7% | +12.1% | +0.6% | +8.6% |
| YTD | +10.4% | +11.1% | -0.6% | +5.5% |
| 1Y | +4.7% | +0.7% | +4.0% | +0.9% |
| 3Y | +42.7% | -23.8% | +66.4% | +39.5% |
| 5Y | +14.5% | -66.9% | +81.5% | +29.6% |
| 10Y | +340.7% | -45.3% | +386.1% | +274.0% |
| All | +21,748.4% | +1,159.1% | +20,589.3% | +6,483.1% |
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