+820.2%
BWLP vs SPY
+72.1%
+748.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +3.3% | +2.6% | +0.7% | +2.1% |
| 30D | -9.3% | -2.0% | -7.3% | -8.4% |
| 3M | +5.3% | -2.8% | +8.1% | +6.7% |
| 6M | +18.8% | +2.1% | +16.7% | +17.2% |
| YTD | +92.0% | +11.5% | +80.5% | +80.9% |
| 1Y | +97.1% | +13.5% | +83.7% | +84.0% |
| 3Y | +126.6% | +77.7% | +48.9% | +78.1% |
| All | +820.2% | +72.1% | +748.1% | +617.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling