-21.5%
BWIN vs SPY
+79.8%
-101.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.8% |
| 7D | -5.9% | -2.0% | -3.9% | -3.5% |
| 30D | -1.2% | -1.7% | +0.4% | +0.8% |
| 3M | +51.7% | +4.7% | +47.0% | +42.3% |
| 6M | +40.8% | +12.5% | +28.3% | +19.3% |
| YTD | +22.3% | +11.7% | +10.6% | +4.2% |
| 1Y | -3.2% | +17.5% | -20.7% | -23.4% |
| 3Y | +11.3% | +76.6% | -65.3% | -53.6% |
| 5Y | -21.5% | +82.0% | -103.6% | -67.2% |
| All | -21.5% | +79.8% | -101.3% | -67.2% |
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