+2,578.5%
BWLP vs SPY
+313.4%
+2,265.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +19.2% | +0.1% | +19.2% | +19.2% |
| 3M | +26.2% | +2.0% | +24.2% | +24.7% |
| 6M | +45.7% | +13.0% | +32.7% | +36.6% |
| YTD | +103.3% | +13.5% | +89.8% | +90.3% |
| 1Y | +75.8% | +20.0% | +55.8% | +60.0% |
| 3Y | +204.4% | +77.2% | +127.3% | +132.3% |
| 5Y | +876.2% | +81.9% | +794.3% | +627.2% |
| All | +2,578.5% | +313.4% | +2,265.0% | +1,035.6% |
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