+762.3%
BWLP vs SPY
+67.4%
+694.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -12.6% | -2.7% | -9.9% | -11.5% |
| 30D | -14.3% | -5.4% | -8.9% | -11.9% |
| 3M | +5.3% | -4.1% | +9.4% | +7.4% |
| 6M | +18.0% | +0.7% | +17.3% | +17.2% |
| YTD | +85.8% | +8.7% | +77.1% | +77.3% |
| 1Y | +82.7% | +10.9% | +71.8% | +72.5% |
| 3Y | +121.0% | +75.0% | +46.0% | +75.6% |
| All | +762.3% | +67.4% | +694.9% | +578.9% |
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