+39.3%
BBW vs SPY
+914.3%
-874.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.3% |
| 7D | -4.1% | +0.5% | -4.7% | -4.9% |
| 30D | -20.9% | -0.9% | -20.0% | -20.3% |
| 3M | -11.0% | +3.9% | -14.9% | -15.6% |
| 6M | -30.3% | +14.5% | -44.8% | -41.4% |
| YTD | -51.8% | +12.9% | -64.7% | -58.6% |
| 1Y | -58.6% | +19.4% | -78.0% | -66.9% |
| 3Y | +17.1% | +78.5% | -61.4% | -41.9% |
| 5Y | +106.5% | +81.8% | +24.8% | +2.0% |
| 10Y | +206.4% | +311.5% | -105.1% | -46.9% |
| All | +39.3% | +914.3% | -874.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling