+207.1%
BWMN vs SPY
+88.4%
+118.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +2.1% |
| 30D | +0.5% | -5.4% | +5.9% | +4.5% |
| 3M | +59.6% | -4.1% | +63.6% | +64.1% |
| 6M | +20.1% | +0.7% | +19.4% | +19.1% |
| YTD | +30.2% | +8.7% | +21.6% | +22.3% |
| 1Y | +24.8% | +10.9% | +13.9% | +15.7% |
| 3Y | +48.8% | +75.0% | -26.2% | +8.6% |
| 5Y | +149.9% | +67.8% | +82.1% | +84.0% |
| All | +207.1% | +88.4% | +118.7% | +109.2% |
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 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