+237.5%
BWFG vs SPY
+307.0%
-69.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | +3.5% | +2.6% | +0.9% | +1.4% |
| 30D | +11.7% | -2.0% | +13.6% | +13.2% |
| 3M | +6.7% | -2.8% | +9.5% | +8.8% |
| 6M | +44.1% | +2.1% | +42.0% | +40.9% |
| YTD | +60.1% | +11.5% | +48.6% | +45.9% |
| 1Y | +61.2% | +13.5% | +47.7% | +44.8% |
| 3Y | +199.2% | +77.7% | +121.5% | +91.8% |
| 5Y | +161.3% | +72.6% | +88.7% | +69.2% |
| All | +237.5% | +307.0% | -69.6% | +2.9% |
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