+102.7%
BWAY vs SPY
+190.9%
-88.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.0% | +4.1% |
| 7D | +0.3% | -0.9% | +1.2% | +1.3% |
| 30D | -1.9% | -2.4% | +0.4% | +0.6% |
| 3M | -25.0% | -1.2% | -23.8% | -23.9% |
| 6M | -32.8% | +3.3% | -36.1% | -34.3% |
| YTD | +18.2% | +12.3% | +5.9% | +7.9% |
| 1Y | +48.1% | +12.4% | +35.6% | +35.4% |
| 3Y | +477.9% | +78.8% | +399.1% | +249.7% |
| 5Y | +181.4% | +75.2% | +106.2% | +72.4% |
| All | +102.7% | +190.9% | -88.2% | -17.5% |
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