-87.4%
BWEN vs SPY
+816.6%
-904.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.9% |
| 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% | +9.5% |
| 6M | +80.1% | +14.5% | +65.6% | +55.5% |
| YTD | +47.0% | +12.9% | +34.1% | +29.7% |
| 1Y | +111.2% | +19.4% | +91.8% | +76.5% |
| 3Y | -1.9% | +78.5% | -80.3% | -48.5% |
| 5Y | +36.4% | +81.8% | -45.4% | -27.3% |
| 10Y | -18.1% | +311.5% | -329.6% | -83.3% |
| All | -87.4% | +816.6% | -904.0% | -99.1% |
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