+84.3%
BWLP vs SPY
+13.0%
+71.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -15.9% | -2.4% | -13.6% | -15.2% |
| 3M | +7.7% | -1.2% | +8.9% | +8.3% |
| 6M | +15.4% | +3.3% | +12.1% | +13.4% |
| YTD | +87.5% | +12.3% | +75.2% | +70.4% |
| 1Y | +84.3% | +12.4% | +71.8% | +67.7% |
| All | +84.3% | +13.0% | +71.3% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling