+804.7%
BWXT vs SPY
+794.9%
+9.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +5.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -11.0% | -3.3% | -7.7% | -8.2% |
| 3M | -24.5% | -2.4% | -22.1% | -22.8% |
| 6M | -37.5% | +2.6% | -40.0% | -38.6% |
| YTD | -25.6% | +11.2% | -36.9% | -31.4% |
| 1Y | -33.5% | +13.4% | -46.9% | -39.5% |
| 3Y | +74.2% | +79.9% | -5.7% | +9.3% |
| 5Y | +154.2% | +72.2% | +82.0% | +62.6% |
| 10Y | +262.5% | +307.3% | -44.8% | +2.4% |
| All | +804.7% | +794.9% | +9.8% | +11.3% |
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