+753.2%
BWLP vs SPY
+409.1%
+344.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -2.6% |
| 7D | -16.4% | -4.7% | -11.7% | -14.7% |
| 30D | -15.5% | -5.9% | -9.6% | -13.3% |
| 3M | +7.8% | -4.5% | +12.4% | +9.9% |
| 6M | +12.0% | +1.8% | +10.3% | +10.8% |
| YTD | +83.8% | +8.3% | +75.5% | +77.1% |
| 1Y | +78.0% | +9.3% | +68.6% | +70.7% |
| 3Y | +122.8% | +74.9% | +47.9% | +78.7% |
| 5Y | +753.2% | +67.3% | +686.0% | +588.1% |
| 10Y | +2,191.2% | +311.6% | +1,879.7% | +1,392.3% |
| All | +753.2% | +409.1% | +344.1% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling