+260.1%
BWXT vs SPY
+304.1%
-44.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -3.9% | -0.6% | -3.3% | -3.5% |
| 30D | -12.0% | -3.7% | -8.3% | -9.1% |
| 3M | -24.9% | -2.7% | -22.1% | -23.1% |
| 6M | -38.1% | +2.2% | -40.3% | -39.0% |
| YTD | -26.4% | +10.8% | -37.2% | -31.5% |
| 1Y | -35.9% | +11.2% | -47.2% | -40.4% |
| 3Y | +69.4% | +76.5% | -7.1% | +14.2% |
| 5Y | +154.1% | +72.9% | +81.1% | +71.6% |
| 10Y | +260.1% | +304.8% | -44.7% | +30.7% |
| All | +260.1% | +304.1% | -44.0% | +30.7% |
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