+98.3%
BBW vs SPY
+80.9%
+17.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.6% |
| 7D | -6.4% | -0.4% | -6.0% | -6.0% |
| 30D | -24.3% | -1.4% | -22.9% | -23.2% |
| 3M | -14.0% | +3.7% | -17.7% | -18.4% |
| 6M | -35.1% | +13.0% | -48.1% | -44.9% |
| YTD | -53.4% | +12.4% | -65.8% | -60.0% |
| 1Y | -59.4% | +18.5% | -77.9% | -67.5% |
| 3Y | +13.3% | +77.6% | -64.3% | -45.3% |
| All | +98.3% | +80.9% | +17.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling