-36.7%
BBW vs SPY
+14.6%
-51.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.0% |
| 7D | +25.3% | -0.7% | +26.0% | +26.0% |
| 30D | +21.3% | -1.0% | +22.3% | +22.2% |
| 3M | -7.2% | -0.3% | -6.8% | -7.2% |
| 6M | -11.6% | +7.3% | -19.0% | -18.9% |
| YTD | -47.4% | +13.3% | -60.7% | -53.8% |
| 1Y | -36.7% | +14.8% | -51.5% | -45.0% |
| All | -36.7% | +14.6% | -51.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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