+88.6%
BWIN vs SPY
+182.2%
-93.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +0.7% | +0.1% | +0.5% | +0.5% |
| 30D | +7.3% | +0.1% | +7.3% | +7.3% |
| 3M | +60.5% | +2.0% | +58.5% | +55.8% |
| 6M | +40.0% | +13.0% | +27.0% | +20.2% |
| YTD | +28.5% | +13.5% | +15.0% | +9.5% |
| 1Y | -1.3% | +20.0% | -21.2% | -21.5% |
| 3Y | +14.4% | +77.2% | -62.8% | -44.1% |
| 5Y | -23.3% | +81.9% | -105.2% | -62.4% |
| All | +88.6% | +182.2% | -93.5% | -37.3% |
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