+57.0%
BW vs SPY
+78.7%
-21.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.6% | +10.5% |
| 7D | +13.2% | +0.5% | +12.6% | +11.4% |
| 30D | -17.4% | -0.9% | -16.5% | -15.1% |
| 3M | -51.3% | +3.9% | -55.1% | -55.3% |
| 6M | -40.9% | +14.5% | -55.4% | -57.3% |
| YTD | +22.1% | +12.9% | +9.2% | -7.5% |
| 1Y | +258.3% | +19.4% | +239.0% | +141.7% |
| 3Y | +57.0% | +78.5% | -21.5% | -45.1% |
| All | +57.0% | +78.7% | -21.7% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling