+843.6%
BWLP vs SPY
+433.6%
+409.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 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% | +24.9% |
| 6M | +45.7% | +13.0% | +32.7% | +37.9% |
| YTD | +103.3% | +13.5% | +89.8% | +92.1% |
| 1Y | +75.8% | +20.0% | +55.8% | +62.2% |
| 3Y | +204.4% | +77.2% | +127.3% | +142.3% |
| 5Y | +876.2% | +81.9% | +794.3% | +661.3% |
| 10Y | +2,578.5% | +314.1% | +2,264.4% | +1,617.2% |
| All | +843.6% | +433.6% | +409.9% | +511.7% |
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