+3,546.3%
BWA vs SPY
+2,975.7%
+570.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | +5.7% | +0.1% | +5.6% | +5.5% |
| 30D | +1.4% | +0.1% | +1.4% | +1.4% |
| 3M | -12.1% | +2.0% | -14.1% | -13.8% |
| 6M | +28.6% | +13.0% | +15.5% | +13.6% |
| YTD | +51.1% | +13.5% | +37.5% | +32.8% |
| 1Y | +55.9% | +20.0% | +35.9% | +29.1% |
| 3Y | +70.1% | +77.2% | -7.1% | -6.9% |
| 5Y | +90.7% | +81.9% | +8.8% | +1.9% |
| 10Y | +154.0% | +314.1% | -160.1% | -41.6% |
| All | +3,546.3% | +2,975.7% | +570.5% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling