+2,253.8%
BWLP vs SPY
+315.0%
+1,938.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.5% |
| 7D | -5.4% | +0.1% | -5.4% | -5.4% |
| 30D | -14.6% | -3.3% | -11.3% | -13.2% |
| 3M | +6.2% | -2.4% | +8.6% | +7.4% |
| 6M | +16.9% | +2.6% | +14.4% | +15.1% |
| YTD | +88.9% | +11.2% | +77.6% | +78.7% |
| 1Y | +83.7% | +13.4% | +70.3% | +72.2% |
| 3Y | +139.6% | +79.9% | +59.7% | +83.7% |
| 5Y | +776.5% | +72.2% | +704.3% | +577.4% |
| 10Y | +2,253.8% | +307.3% | +1,946.4% | +1,258.4% |
| All | +2,253.8% | +315.0% | +1,938.7% | +1,258.4% |
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