+203.1%
BWMN vs SPY
+96.9%
+106.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +57.3% | +0.1% | +57.2% | +57.1% |
| 3M | +29.7% | +2.0% | +27.7% | +27.7% |
| 6M | +28.8% | +13.0% | +15.8% | +17.6% |
| YTD | +28.5% | +13.5% | +15.0% | +17.1% |
| 1Y | +1.0% | +20.0% | -18.9% | -10.9% |
| 3Y | +48.9% | +77.2% | -28.3% | +6.9% |
| 5Y | +214.8% | +81.9% | +132.9% | +122.1% |
| All | +203.1% | +96.9% | +106.2% | +100.3% |
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