+64.3%
BWB vs SPY
+211.2%
-146.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +2.3% | +3.3% | -1.0% | -0.4% |
| 30D | +1.8% | -2.7% | +4.5% | +3.8% |
| 3M | -5.8% | -1.7% | -4.1% | -4.7% |
| 6M | +13.7% | +3.1% | +10.6% | +10.3% |
| YTD | +18.3% | +11.9% | +6.4% | +7.2% |
| 1Y | +22.3% | +12.0% | +10.3% | +10.7% |
| 3Y | +102.2% | +78.2% | +24.1% | +25.2% |
| 5Y | +5.9% | +73.2% | -67.4% | -33.5% |
| All | +64.3% | +211.2% | -146.9% | -37.0% |
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 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