+82.3%
BWAY vs SPY
+188.8%
-106.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -9.3% | +2.6% | -11.9% | -11.3% |
| 30D | -12.2% | -2.0% | -10.2% | -10.2% |
| 3M | -38.6% | -2.8% | -35.8% | -36.7% |
| 6M | -38.0% | +2.1% | -40.2% | -38.8% |
| YTD | +6.3% | +11.5% | -5.2% | -2.2% |
| 1Y | +26.3% | +13.5% | +12.8% | +14.7% |
| 3Y | +413.2% | +77.7% | +335.5% | +212.5% |
| 5Y | +154.5% | +72.6% | +81.9% | +58.3% |
| All | +82.3% | +188.8% | -106.5% | -25.3% |
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