+271.0%
BWFG vs SPY
+322.5%
-51.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +1.8% | -0.8% | +2.5% | +2.4% |
| 30D | +0.9% | -1.1% | +1.9% | +1.7% |
| 3M | +24.7% | +3.9% | +20.8% | +20.8% |
| 6M | +47.8% | +13.6% | +34.2% | +33.0% |
| YTD | +51.3% | +12.7% | +38.6% | +37.1% |
| 1Y | +55.8% | +17.5% | +38.3% | +36.4% |
| 3Y | +183.9% | +76.9% | +107.0% | +83.0% |
| 5Y | +170.2% | +83.6% | +86.6% | +66.4% |
| All | +271.0% | +322.5% | -51.5% | +13.3% |
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