0.0%
BWEN vs SPY
+77.4%
-77.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -10.7% | -0.9% | -9.8% | -9.8% |
| 3M | +13.4% | +3.9% | +9.5% | +9.9% |
| 6M | +80.1% | +14.5% | +65.6% | +58.1% |
| YTD | +47.0% | +12.9% | +34.1% | +31.6% |
| 1Y | +111.2% | +19.4% | +91.8% | +81.5% |
| All | 0.0% | +77.4% | -77.4% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling