-42.5%
BWEN vs SPY
+307.0%
-349.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.6% |
| 7D | -11.9% | +2.6% | -14.5% | -14.1% |
| 30D | -35.1% | -2.0% | -33.1% | -33.2% |
| 3M | -55.3% | -2.8% | -52.5% | -53.5% |
| 6M | -38.4% | +2.1% | -40.6% | -38.6% |
| YTD | -16.3% | +11.5% | -27.7% | -23.3% |
| 1Y | -8.8% | +13.5% | -22.3% | -17.5% |
| 3Y | +15.0% | +77.7% | -62.7% | -33.7% |
| 5Y | -30.1% | +72.6% | -102.7% | -57.7% |
| All | -42.5% | +307.0% | -349.5% | -84.7% |
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