-6.4%
BWEN vs SPY
+318.9%
-325.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -3.2% | -2.0% | -1.2% | -1.2% |
| 30D | -25.5% | -1.7% | -23.8% | -24.2% |
| 3M | +0.5% | +4.7% | -4.2% | -3.2% |
| 6M | +65.1% | +12.5% | +52.6% | +47.6% |
| YTD | +40.6% | +11.7% | +28.9% | +27.3% |
| 1Y | +83.4% | +17.5% | +65.9% | +59.2% |
| 3Y | -6.1% | +76.6% | -82.7% | -45.9% |
| 5Y | +34.5% | +82.0% | -47.6% | -22.3% |
| All | -6.4% | +318.9% | -325.2% | -71.9% |
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