-92.8%
BWEN vs SPY
+805.0%
-897.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.5% |
| 7D | -11.9% | +2.6% | -14.5% | -14.3% |
| 30D | -35.1% | -2.0% | -33.1% | -33.0% |
| 3M | -55.3% | -2.8% | -52.5% | -53.3% |
| 6M | -38.4% | +2.1% | -40.6% | -38.7% |
| YTD | -16.3% | +11.5% | -27.7% | -24.3% |
| 1Y | -8.8% | +13.5% | -22.3% | -18.7% |
| 3Y | +15.0% | +77.7% | -62.7% | -38.9% |
| 5Y | -30.1% | +72.6% | -102.7% | -60.3% |
| 10Y | -42.8% | +308.2% | -350.9% | -88.1% |
| All | -92.8% | +805.0% | -897.8% | -99.5% |
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 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