+203.6%
BWMN vs SPY
+93.7%
+109.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -0.2% | -2.0% | +1.7% | +1.3% |
| 30D | +0.3% | -1.7% | +2.0% | +1.6% |
| 3M | +38.8% | +4.7% | +34.1% | +33.9% |
| 6M | +47.1% | +12.5% | +34.6% | +34.8% |
| YTD | +28.7% | +11.7% | +17.0% | +18.8% |
| 1Y | +4.3% | +17.5% | -13.2% | -6.6% |
| 3Y | +55.8% | +76.6% | -20.7% | +12.6% |
| 5Y | +209.4% | +82.0% | +127.4% | +119.6% |
| All | +203.6% | +93.7% | +109.9% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling