+37.9%
BWEN vs SPY
+81.0%
-43.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -9.4% | -1.4% | -8.0% | -7.7% |
| 3M | -1.7% | +3.7% | -5.4% | -5.3% |
| 6M | +73.4% | +13.0% | +60.4% | +48.5% |
| YTD | +42.8% | +12.4% | +30.4% | +24.0% |
| 1Y | +90.6% | +18.5% | +72.0% | +56.0% |
| 3Y | -4.7% | +77.6% | -82.3% | -57.4% |
| 5Y | +37.9% | +81.7% | -43.8% | -39.5% |
| All | +37.9% | +81.0% | -43.1% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling