+69.5%
BWB vs SPY
+210.7%
-141.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -0.7% | -2.0% | +1.3% | +0.9% |
| 30D | -1.5% | -1.7% | +0.2% | -0.2% |
| 3M | +9.0% | +4.7% | +4.2% | +4.7% |
| 6M | +21.7% | +12.5% | +9.2% | +10.0% |
| YTD | +22.0% | +11.7% | +10.3% | +11.0% |
| 1Y | +30.2% | +17.5% | +12.7% | +13.6% |
| 3Y | +109.3% | +76.6% | +32.7% | +30.8% |
| 5Y | +34.4% | +82.0% | -47.6% | -19.0% |
| All | +69.5% | +210.7% | -141.2% | -34.7% |
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