-23.1%
BWIN vs SPY
+72.1%
-95.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.2% | +2.6% | -2.4% | -2.8% |
| 30D | +0.4% | -2.0% | +2.4% | +2.3% |
| 3M | +3.9% | -2.8% | +6.7% | +6.8% |
| 6M | +59.1% | +2.1% | +57.0% | +52.7% |
| YTD | +33.4% | +11.5% | +21.9% | +13.5% |
| 1Y | +15.3% | +13.5% | +1.8% | -4.2% |
| 3Y | +60.2% | +77.7% | -17.4% | -33.6% |
| All | -23.1% | +72.1% | -95.2% | -64.8% |
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 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