+84.9%
BWAY vs SPY
+189.9%
-105.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.5% | -8.5% |
| 7D | -3.4% | +3.3% | -6.7% | -6.1% |
| 30D | -14.0% | -2.7% | -11.3% | -11.5% |
| 3M | -38.3% | -1.7% | -36.5% | -37.0% |
| 6M | -38.8% | +3.1% | -41.9% | -40.0% |
| YTD | +7.8% | +11.9% | -4.1% | -1.2% |
| 1Y | +29.9% | +12.0% | +17.9% | +19.2% |
| 3Y | +427.0% | +78.2% | +348.8% | +220.0% |
| 5Y | +158.0% | +73.2% | +84.8% | +59.9% |
| All | +84.9% | +189.9% | -105.0% | -24.5% |
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 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