-97.1%
BW vs SPY
+307.0%
-404.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.5% |
| 7D | +40.3% | +2.6% | +37.7% | +34.8% |
| 30D | -6.0% | -2.0% | -4.0% | -1.1% |
| 3M | -51.2% | -2.8% | -48.4% | -47.5% |
| 6M | -76.4% | +2.1% | -78.6% | -76.4% |
| YTD | -28.1% | +11.5% | -39.6% | -36.9% |
| 1Y | -29.8% | +13.5% | -43.3% | -40.1% |
| 3Y | +356.0% | +77.7% | +278.3% | +116.3% |
| 5Y | -53.6% | +72.6% | -126.2% | -77.0% |
| All | -97.1% | +307.0% | -404.1% | -99.6% |
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