+269.7%
BW vs SPY
+18.8%
+250.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.5% |
| 7D | +5.7% | -0.4% | +6.1% | +6.8% |
| 30D | -16.3% | -1.4% | -15.0% | -12.2% |
| 3M | -52.0% | +3.7% | -55.7% | -56.9% |
| 6M | -44.9% | +13.0% | -57.9% | -62.0% |
| YTD | +17.2% | +12.4% | +4.8% | -17.0% |
| 1Y | +269.7% | +18.5% | +251.1% | +112.1% |
| All | +269.7% | +18.8% | +250.9% | +112.1% |
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