+56.0%
BWMN vs SPY
+78.7%
-22.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.0% |
| 7D | -0.1% | +0.5% | -0.6% | -0.7% |
| 30D | +56.3% | -0.9% | +57.3% | +58.0% |
| 3M | +31.6% | +3.9% | +27.7% | +25.6% |
| 6M | +45.4% | +14.5% | +30.9% | +23.8% |
| YTD | +28.9% | +12.9% | +16.0% | +11.9% |
| 1Y | +2.9% | +19.4% | -16.4% | -15.4% |
| 3Y | +56.0% | +78.5% | -22.4% | -20.1% |
| All | +56.0% | +78.7% | -22.7% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling