+163.6%
BWMX vs SPY
+243.3%
-79.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | -3.8% | -1.4% | -2.5% | -3.3% |
| 3M | -14.1% | +3.7% | -17.8% | -15.5% |
| 6M | -6.9% | +13.0% | -19.9% | -11.8% |
| YTD | +15.6% | +12.4% | +3.2% | +9.8% |
| 1Y | +20.3% | +18.5% | +1.7% | +11.6% |
| 3Y | +17.3% | +77.6% | -60.3% | -8.0% |
| 5Y | -38.7% | +81.7% | -120.3% | -52.7% |
| All | +163.6% | +243.3% | -79.7% | +95.9% |
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