+62.8%
BWA vs SPY
+78.1%
-15.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +4.3% | +2.6% | +1.7% | +1.6% |
| 30D | -13.0% | -2.0% | -11.0% | -11.1% |
| 3M | -24.8% | -2.8% | -22.0% | -22.4% |
| 6M | -23.5% | +2.1% | -25.7% | -24.8% |
| YTD | +13.8% | +11.5% | +2.4% | +2.9% |
| 1Y | +13.4% | +13.5% | 0.0% | +0.9% |
| 3Y | +62.8% | +77.7% | -14.9% | -14.8% |
| All | +62.8% | +78.1% | -15.3% | -14.8% |
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