+200.6%
BBW vs SPY
+322.5%
-121.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -3.1% |
| 7D | -6.3% | -0.8% | -5.5% | -5.5% |
| 30D | -25.4% | -1.1% | -24.4% | -24.8% |
| 3M | -18.0% | +3.9% | -21.9% | -21.7% |
| 6M | -35.8% | +13.6% | -49.4% | -44.5% |
| YTD | -54.4% | +12.7% | -67.1% | -60.1% |
| 1Y | -62.3% | +17.5% | -79.8% | -68.5% |
| 3Y | +3.8% | +76.9% | -73.1% | -43.4% |
| 5Y | +94.0% | +83.6% | +10.4% | +3.4% |
| All | +200.6% | +322.5% | -121.9% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling