-29.8%
BW vs SPY
+12.1%
-41.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.0% |
| 7D | +40.3% | +2.6% | +37.7% | +30.2% |
| 30D | -6.0% | -2.0% | -4.0% | +1.9% |
| 3M | -51.2% | -2.8% | -48.4% | -45.2% |
| 6M | -76.4% | +2.1% | -78.6% | -76.8% |
| YTD | -28.1% | +11.5% | -39.6% | -43.8% |
| 1Y | -29.8% | +13.5% | -43.3% | -47.2% |
| All | -29.8% | +12.1% | -41.9% | -47.2% |
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