+128.0%
BWXT vs SPY
+78.7%
+49.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | -0.7% | +0.5% | -1.2% | -1.4% |
| 30D | -5.4% | -0.9% | -4.5% | -4.4% |
| 3M | -14.3% | +3.9% | -18.2% | -18.0% |
| 6M | -17.5% | +14.5% | -32.0% | -29.3% |
| YTD | -6.8% | +12.9% | -19.7% | -18.6% |
| 1Y | -1.5% | +19.4% | -20.8% | -18.1% |
| 3Y | +128.0% | +78.5% | +49.5% | +38.6% |
| All | +128.0% | +78.7% | +49.2% | +38.6% |
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