+81.0%
BWAY vs SPY
+18.8%
+62.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.7% |
| 7D | +0.9% | -0.4% | +1.3% | +1.6% |
| 30D | -5.9% | -1.4% | -4.6% | -3.2% |
| 3M | -0.1% | +3.7% | -3.8% | -6.9% |
| 6M | +13.8% | +13.0% | +0.8% | -9.8% |
| YTD | +51.5% | +12.4% | +39.1% | +22.7% |
| 1Y | +81.0% | +18.5% | +62.5% | +51.0% |
| All | +81.0% | +18.8% | +62.2% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling