+436.2%
BWFG vs SPY
+753.4%
-317.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | +3.5% | +2.6% | +0.9% | +2.0% |
| 30D | +11.7% | -2.0% | +13.6% | +12.8% |
| 3M | +6.7% | -2.8% | +9.5% | +8.2% |
| 6M | +44.1% | +2.1% | +42.0% | +42.0% |
| YTD | +60.1% | +11.5% | +48.6% | +50.4% |
| 1Y | +61.2% | +13.5% | +47.7% | +50.0% |
| 3Y | +199.2% | +77.7% | +121.5% | +124.0% |
| 5Y | +161.3% | +72.6% | +88.7% | +96.5% |
| 10Y | +244.0% | +308.2% | -64.1% | +97.0% |
| All | +436.2% | +753.4% | -317.2% | +201.0% |
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