-3.2%
BWIN vs SPY
+17.2%
-20.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.1% |
| 7D | -5.9% | -2.0% | -3.9% | -5.9% |
| 30D | -1.2% | -1.7% | +0.4% | -1.3% |
| 3M | +51.7% | +4.7% | +47.0% | +52.0% |
| 6M | +40.8% | +12.5% | +28.3% | +38.1% |
| YTD | +22.3% | +11.7% | +10.6% | +19.4% |
| 1Y | -3.2% | +17.5% | -20.7% | -1.8% |
| All | -3.2% | +17.2% | -20.5% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling