+199.4%
BWLP vs SPY
+77.4%
+122.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 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% | +24.0% |
| 6M | +45.7% | +13.0% | +32.7% | +31.6% |
| YTD | +103.3% | +13.5% | +89.8% | +83.0% |
| 1Y | +75.8% | +20.0% | +55.8% | +51.2% |
| All | +199.4% | +77.4% | +122.1% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling