+79.1%
BWLP vs SPY
+11.9%
+67.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -10.4% | -0.6% | -9.9% | -10.1% |
| 30D | -16.8% | -3.7% | -13.2% | -15.7% |
| 3M | +4.1% | -2.7% | +6.9% | +5.3% |
| 6M | +13.8% | +2.2% | +11.6% | +12.3% |
| YTD | +83.8% | +10.8% | +73.0% | +68.0% |
| 1Y | +79.1% | +11.2% | +67.8% | +63.5% |
| All | +79.1% | +11.9% | +67.1% | +63.5% |
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