+145.8%
BWA vs SPY
+318.9%
-173.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -0.1% | -2.0% | +1.9% | +2.1% |
| 30D | -5.5% | -1.7% | -3.8% | -3.7% |
| 3M | -7.6% | +4.7% | -12.3% | -12.1% |
| 6M | +25.0% | +12.5% | +12.5% | +10.6% |
| YTD | +47.0% | +11.7% | +35.2% | +31.0% |
| 1Y | +54.0% | +17.5% | +36.5% | +29.9% |
| 3Y | +70.7% | +76.6% | -5.9% | -8.1% |
| 5Y | +86.7% | +82.0% | +4.6% | -2.7% |
| All | +145.8% | +318.9% | -173.1% | -53.6% |
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