+37.5%
BWG vs SPY
+586.8%
-549.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.9% | +2.6% | -5.5% | -4.0% |
| 30D | -2.2% | -2.0% | -0.2% | -1.5% |
| 3M | -12.0% | -2.8% | -9.2% | -11.0% |
| 6M | -11.1% | +2.1% | -13.2% | -12.0% |
| YTD | -12.0% | +11.5% | -23.4% | -16.1% |
| 1Y | -9.8% | +13.5% | -23.3% | -14.7% |
| 3Y | +26.7% | +77.7% | -51.0% | -1.8% |
| 5Y | -3.9% | +72.6% | -76.5% | -25.3% |
| 10Y | +49.3% | +308.2% | -258.9% | -23.5% |
| All | +37.5% | +586.8% | -549.4% | -44.9% |
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 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