+166.6%
BWFG vs SPY
+79.8%
+86.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +2.3% | -2.0% | +4.3% | +3.6% |
| 30D | -0.5% | -1.7% | +1.2% | +0.6% |
| 3M | +21.7% | +4.7% | +17.0% | +17.6% |
| 6M | +45.2% | +12.5% | +32.7% | +33.2% |
| YTD | +49.3% | +11.7% | +37.5% | +37.5% |
| 1Y | +54.5% | +17.5% | +37.0% | +37.2% |
| 3Y | +177.6% | +76.6% | +101.1% | +94.8% |
| 5Y | +166.6% | +82.0% | +84.6% | +81.2% |
| All | +166.6% | +79.8% | +86.8% | +81.2% |
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