+2,191.2%
BWLP vs SPY
+304.1%
+1,887.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -10.4% | -0.6% | -9.9% | -10.2% |
| 30D | -16.8% | -3.7% | -13.2% | -15.3% |
| 3M | +4.1% | -2.7% | +6.9% | +5.5% |
| 6M | +13.8% | +2.2% | +11.6% | +12.3% |
| YTD | +83.8% | +10.8% | +73.0% | +74.3% |
| 1Y | +79.1% | +11.2% | +67.8% | +69.4% |
| 3Y | +118.4% | +76.5% | +41.9% | +68.8% |
| 5Y | +753.2% | +72.9% | +680.3% | +558.1% |
| 10Y | +2,191.2% | +304.8% | +1,886.4% | +1,223.6% |
| All | +2,191.2% | +304.1% | +1,887.1% | +1,223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling